simulate.marketRisk: Simulate from a MarketRisk

Description Usage Arguments Value See Also

View source: R/marketRisk-simulation.R

Description

simulate is a generic S3 method for classes inheriting from risk. It returns a vector of risk-factor simulations for the corresponding risk.

Usage

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## S3 method for class 'marketRisk'
simulate(object, nsim, seed = NULL, DT = FALSE, ...)

Arguments

object

object of class marketRisk.

nsim

strictly positive integer value of length one. The number of simulations.

seed

positive integer value of length one. The seed for reproducibility.

DT

a boolean value, should we cast the simulation matrix in a data.table?

...

additional arguments.

Value

a matrix or data.table of base simulations.

See Also

simulate, marketRisk.


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