payoff_guarantee: Generic guarantee payoff class

Description Usage Format Value Methods


Class providing an interface for guarantee payoff objects. This class shouldn't be instantiated but used as base class for more specialized implementations such as a roll-up or ratchet payoff classes.




R6Class object.


Object of R6Class


new (public)

Initialize method. The argument is a non negative scalar with the premium.

set_premium (public)

Stores the premium in a private field. The argument is a non negative scalar

get_premium (public)

Returns the premium as non negative scalar

get_payoff (public)

Gets a zero payoff in this base class.The arguments are a numeric vector with the amounts and a vector of timeDate objects to calculate the payoff

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