marketValueMargin.sstOutput: Compute the Market Value Margin (MVM)
In sstModel: Swiss Solvency Test (SST) Standard Models
Description
Usage
Arguments
Value
See Also
Description
S3 generic method to compute the
market value margin (MVM).
Usage
1
2
## S3 method for class 'sstOutput'
marketValueMargin(object, nhmr = NULL, ...)
Arguments
object
S3 object of class sstOutput.
nhmr
numeric value of length one. The factor for non-headgeable market risk in
market value margin computations. Default to NULL, in this case the sstOutput
must contain this parameter. This parameter overrides nhmr in
objects of class sstOutput.
...
aditional parameters to be passed on to expectedShortfall.
Value
a numeric value of length one. The market value margin (MVM).
See Also
sstModel documentation built on May 2, 2019, 12:16 p.m.
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Description Usage Arguments Value See Also
Description
S3 generic method to compute the market value margin (MVM).
Usage
1 2 | ## S3 method for class 'sstOutput'
marketValueMargin(object, nhmr = NULL, ...)
|
Arguments
object |
S3 object of class sstOutput. |
nhmr |
numeric value of length one. The factor for non-headgeable market risk in
market value margin computations. Default to |
... |
aditional parameters to be passed on to |
Value
a numeric value of length one. The market value margin (MVM).
See Also
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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