payoff_guarantee: Generic guarantee payoff class
In valuer: Pricing of Variable Annuities
Description
Usage
Format
Value
Methods
Description
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.
Usage
1
Format
R6Class object.
Value
Object of R6Class
Methods
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.
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Description Usage Format Value Methods
Description
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.
Usage
1 |
Format
R6Class object.
Value
Object of R6Class
Methods
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
numericvector with the amounts and a vector oftimeDateobjects to calculate the payoff
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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