delta Constructor for the S3 class delta.
It allows to build for the sensitivities with respect to the market risk-factors
of the total positions not modelled by the other
used in a delta-normal remainder term presented in the FINMA technical document
"SST-Marktrisiko und -Aggregation Technische Beschreibung".
numeric value. The names of the market base risk factors (the base risk factors defined in
character value representing currencies in which the
sensitivities are expressed. If the currency specified does not match the
base currency of the
numeric value giving sensitivities
for the corresponding market risk-factors provided in
an S3 object, instance of the class delta.
All parameters must be of equal length.
1 2 3 4
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.