mvmLife: MVM life computation

Description Usage Arguments Value

View source: R/helpers-general.R

Description

compute MVM life.

Usage

1
mvmLife(cashflow.table, rates, cov.mat, coc)

Arguments

cashflow.table

a data.table.

rates

a numeric vector of rates, with continuous compounding. These should start for time to maturity 1 and go until 1 + last cashflow time to maturity.

cov.mat

covariance matrix of life risks.

coc

a numeric value. The cost of capital.

Value

a numeric value, the life MVM.


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