payoff_GMWB: GMWB payoff class
In valuer: Pricing of Variable Annuities

Class providing the periodic payment of a GMWB contract. It is stated as a given percentage of the premium.

1	payoff_GMWB

R6Class object.

Object of R6Class

new: Initialize method. The arguments are a non negative scalar with the premium and a scalar between 0 and 1 with the percentage.
set_premium: Stores the premium in a private field. The argument is a non negative scalar
get_premium: Returns the premium as non negative scalar
set_beta: Sets the percentage. The argument is a scalar between 0 and 1
get_beta: Gets the percentage
get_payoff: Gets the payoff

premium <- 100
beta <- 0.15
GMWB_payment <- payoff_GMWB$new(premium, beta)
GMWB_payment$get_payoff()

valuer documentation built on May 2, 2019, 3:43 p.m.

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