mvmLife: MVM life computation
In sstModel: Swiss Solvency Test (SST) Standard Models
Description
Usage
Arguments
Value
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 2, 2019, 12:16 p.m.
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.
Description Usage Arguments Value
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.
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.