valInfo is a generic S3 method for classes
inheriting from item. It returns sufficient information for the
creation of the valuation function of the item.
S3 object of class cashflow.
S3 object of class marketRisk created using
S3 object of class standalone.
A list with the following elements:
exposure: a numeric value of length one representing the nominal
value of the cashflow.
constant: a numeric value of length one representing the constant
centering the log-normal expression.
data.frame with columns:
name: a character value representing the names of the
id: an integer value representing the position of the
base risk-factors in the covariance matrix contained in
scale: a numeric value. The scales associated to the
base risk factors.
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