valFunction.asset: Building the Valuation Function for Asset with Direct Market...

Description Usage Arguments Value Note See Also

View source: R/asset-valuation.R

Description

valFunction is a generic S3 method for classes inheriting from item. This method returns the valuation function of an asset with direct market price called "Aktiven mit direkt marktabhängigen Preisen" in the FINMA technical document "SST-Standardmodell Versicherungsmodell: Zielkapital" (version 31.1.2018).

Usage

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## S3 method for class 'asset'
valFunction(object, market.risk, with.constant = T, ...)

Arguments

object

S3 object of class asset.

market.risk

S3 object of class marketRisk created using the constructor marketRisk.

with.constant

a logical value, should the expression be with constant (mean zero variation) or not?

...

additional arguments.

Value

a function with one argument:

Note

the function returns the one-year profit variation (with mean zero or not depending on with.constant).

See Also

valFunction, asset, marketRisk.


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