valFunction.fxForward: Building the Valuation Function for a FX-Forward

Description Usage Arguments Value See Also

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 'fxForward'
valFunction(object, market.risk, with.constant = T, ...)

Arguments

object

S3 object of class fxForward.

market.risk

S3 object of class marketRisk created using marketRisk.

with.constant

a logical value, should the expression be with constant or not?

...

additional arguments.

Value

a function with one argument:

See Also

valFunction, fxForward.


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