marketValueMargin.sstOutput: Compute the Market Value Margin (MVM)

Description Usage Arguments Value See Also

View source: R/sstOutput-figures.R

Description

S3 generic method to compute the market value margin (MVM).

Usage

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## 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

marketValueMargin.


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