genFundScen: Generate Fund Scenerio
In vamc: A Monte Carlo Valuation Framework for Variable Annuities
Description
Usage
Arguments
Value
Examples
View source: R/Step2_ScenarioGeneration.R
Description
Calculate numScen-by-numStep-by-numFund fund scenarios based on given index
scenarios indexScen and fund map fundMap that maps indices to funds.
Usage
1
Arguments
fundMap
A numFund-by-numIndex matrix of doubles,
mapping indices to funds.
indexScen
A numScen-by-numStep-by-numIndex array of doubles,
index scenarios.
Value
Outputs a numScen-by-numStep-by-numFund array of doubles of
fund scenarios.
Examples
1
vamc documentation built on Feb. 28, 2020, 5:08 p.m.
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Description Usage Arguments Value Examples
View source: R/Step2_ScenarioGeneration.R
Description
Calculate numScen-by-numStep-by-numFund fund scenarios based on given index scenarios indexScen and fund map fundMap that maps indices to funds.
Usage
1 |
Arguments
fundMap |
A numFund-by-numIndex matrix of doubles, mapping indices to funds. |
indexScen |
A numScen-by-numStep-by-numIndex array of doubles, index scenarios. |
Value
Outputs a numScen-by-numStep-by-numFund array of doubles of fund scenarios.
Examples
1 |
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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