compute.participationRisk: Compute a participationRisk

In sstModel: Swiss Solvency Test (SST) Standard Models

Description

compute is a generic S3 method for S3 classes inheriting from risk. It returns a vector of aggregated simulations for the corresponding risk.

Usage

## S3 method for class 'participationRisk'
compute(object, market.risk, participation.item,
  nsim, seed = NULL, ...)

Arguments

object	S3 object of class participationRisk.
market.risk	S3 object of class marketRisk.
participation.item	S3 object of class participation.
nsim	strictly positive integer value og length one. The number of simulations.
seed	positive integer value of length one. The seed for reproducibility.
...	additional arguments.

Value

a data.table value containing one column named participation. The simulations result for a participationRisk.

See Also

compute, participationRisk, participation.

sstModel documentation built on May 2, 2019, 12:16 p.m.