generateFunction.portfolio: Generate the Market Valuation Function for a Portfolio

Description Usage Arguments Value Note See Also

View source: R/portfolio-base.R

Description

method to generate the market valuation function for a given portfolio and all positions (including participation if any).

Usage

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## S3 method for class 'portfolio'
generateFunction(object, market.risk, ...)

Arguments

object

S3 object of class portfolio.

market.risk

S3 object of class marketRisk.

...

additional arguments.

Value

a function, the market valuation function with the following parameter:

Note

Please note that the valuation functions here are not centered.

See Also

portfolio.


sstModel documentation built on May 4, 2018, 1:04 a.m.