getSpreadId.marketRisk: Get A Spread ID

In sstModel: Swiss Solvency Test (SST) Standard Models

Description

S3 generic to get a spread id.

Usage

## S3 method for class 'marketRisk'
getSpreadId(object, currency, rating, ...)

Arguments

object	an S3 object of class marketRisk.
currency	a character value. A well defined currency in object.
rating	a character value. A well defined rating in object for the 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

getSpreadId.

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