standaloneExpectedShortfall: Compute expected shortfall for standalone risk by reference

Description Usage Arguments Value See Also

View source: R/genericDispatch.R

Description

S3 generic method to compute expected shortfall of a standalone risk.

Usage

1

Arguments

object

an S3 object of class sstOutput.

...

additional parameters passed to expectedShortfall.

Value

a numeric value, the expected shortfall.

See Also

getDrbc


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