valExpression.fxForward: Building the Valuation Expression for a FX-Forward Position

In sstModel: Swiss Solvency Test (SST) Standard Models

Description

valExpression is a generic S3 method for classes inheriting from item. It returns the valuation expression.

Usage

## S3 method for class 'fxForward'
valExpression(object, market.risk, standalone = NULL, ...)

Arguments

object	S3 object of class fxForward.
market.risk	S3 object of class marketRisk created using marketRisk.
standalone	S3 object of class standalone.
...	additional arguments.

Value

a character value. The expression representing the valuation of the fx forward position.

See Also

valExpression, fxForward.

sstModel documentation built on May 2, 2019, 12:16 p.m.