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 delta.
S3 object of class marketRisk created using
S3 object of class standalone.
A list with the following elements:
sensitivity: a numeric value. The sensitivities
(in base currency) with respect to the base risk factors stored
risk.factor, the second element of the list.
data.frame with columns:
name: a character value. The names of the base risk
id: an integer value. The position of the base risk
factors in the covariance matrix in
scale: a numeric value. The scales associated to the
base risk factors.
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