getRateScale.marketRisk: Get A Rate Scale

Description Usage Arguments Value Note See Also

Description

S3 generic to get a rate scale.

Usage

1
2
## S3 method for class 'marketRisk'
getRateScale(object, currency, horizon, ...)

Arguments

object

S3 object of class marketRisk.

currency

character value. A well defined currency in object.

horizon

character value. A well defined horizon in object for the departure currency currency.

...

additional parameters.

Value

a numeric value.

Note

This method is private and does not test validity or coherence of its arguments.

See Also

getRateScale.


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