method to generate the market valuation function for a given portfolio and all positions (including participation if any).
S3 object of class portfolio.
S3 object of class marketRisk.
a function, the market valuation function with the following parameter:
x: a matrix of simulation with named columns corresponding
exactly to the name of base-risk 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
marketRisk. Please note that if the portfolio contains
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.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.