compute.scenarioRisk: Compute a ScenarioRisk

In sstModel: Swiss Solvency Test (SST) Standard Models

Description

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

Usage

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

Arguments

object	S3 object of class scenarioRisk.
nsim	strictly positive integer value of length one. The number of simulations.
seed	positive integer value of length one. The seed for reproducibility.
market.risk	S3 object of class marketRisk created using the constructor marketRisk.
...	additional arguments.

Value

a data.table value containing one column named "scenarioRisk". The simulations result for a scenarioRisk.

See Also

compute, scenarioRisk.

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