mappingTable: Constructing a Mapping Table

Description Usage Arguments Value

View source: R/riskFactor.R

Description

mappinTable is the constructor for the S3 class mappingTable. It allows to define the market risk factors.

Usage

1
mappingTable(..., list.arg = F)

Arguments

...

riskFactor objects. Please note that no risk factor name can be chosen among the following reserved words (in that case it would trigger an error):

  • marketRisk

  • lifeRisk

  • healthRisk

  • nonLifeRisk

  • scenarioRisk

  • participationRisk

  • participation

  • marketParticipationRisk

  • asset

  • cashflow

  • liability

  • assetForward

  • fxForward

  • delta

list.arg

a logical value, by default set to FALSE. It allows to use ... argument to pass a list of objects of class riskFactor.

Value

An S3 object, instance of the class mappingTable.


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