constant_parameters: Constant parameter class
In valuer: Pricing of Variable Annuities

Description Usage Format Value Methods Examples

Class providing a constant parameter object with methods to calculate the integral of the parameter and the squared parameter over a time span.

1	constant_parameters

R6Class object.

Object of R6Class

integral: Calculates the integral given the initial and final times. The arguments are two timeDate object with the initial and final times. It returns a numeric scalar with the integral
integral_square (public): Calculates the integral of the squared constant parameter given the initial and final times. The arguments are two timeDate object with the initial and final times. It returns a numeric scalar with the integral
get (public): get the constant

r <- constant_parameters$new(0.01)
#Over the full year (365 days) the integral should evaluate to 0.01
r$integral(timeDate::timeDate("2016-07-09"), timeDate::timeDate("2017-07-09"))
#Over the full year the integral square should evaluate to 0.001
r$integral_square(timeDate::timeDate("2016-07-09"), timeDate::timeDate("2017-07-09"))