simulate.marketRisk: Simulate from a MarketRisk

In sstModel: Swiss Solvency Test (SST) Standard Models

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

## 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 2, 2019, 12:16 p.m.