riskCapital.sstOutput: Compute the Risk Capital (RC)

Description Usage Arguments Value See Also

View source: R/sstOutput-figures.R

Description

S3 generic method to compute the risk capital (RC).

Usage

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## S3 method for class 'sstOutput'
riskCapital(object, with.scenario = F, ...)

Arguments

object

S3 object of class sstOutput.

with.scenario

logical value of length one. Should the risk capital be compute with scenario risk also?

...

additional parameters to be passed on to expectedShortfall.

Value

a numeric value. The risk capital (RC).

See Also

riskCapital.


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