valFunction.delta: Building the Valuation Function for a Market Delta-Normal...

Description Usage Arguments Value See Also

View source: R/delta-valuation.R

Description

valFunction is a generic S3 method for classes inheriting from item. It returns the valuation function.

Usage

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## S3 method for class 'delta'
valFunction(object, market.risk, ...)

Arguments

object

S3 object of class delta.

market.risk

S3 object of class marketRisk created using marketRisk.

...

additional arguments.

Value

a function with arguments:

See Also

valFunction, delta.


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