Description Usage Arguments Value Note See Also
View source: R/portfoliobase.R
method to generate the market valuation function for a given portfolio and all positions (including participation if any).
1 2  ## S3 method for class 'portfolio'
generateFunction(object, market.risk, ...)

object 
S3 object of class portfolio. 
market.risk 
S3 object of class marketRisk. 
... 
additional arguments. 
a function, the market valuation function with the following parameter:
x
: a matrix of simulation with named columns corresponding
exactly to the name of baserisk factors in a marketRisk
keeping the
same order or an unnamed vector of simulations keeping the same
ordering of risk factors as in the covariance matrix
defined in marketRisk
. Please note that if the portfolio contains
a participation
, then an additional column (in the case of matrix input) named
participation
or an additional entry (in the case of vector input) should
be provided in the last position.
Please note that the valuation functions here are not centered.
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