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tests/testthat/testValuatePortfolio.R
In vamc: A Monte Carlo Valuation Framework for Variable Annuities
context("valuate of one portfolio of guaratee contracts")
library(vamc)
fundScen <- genFundScen(fundMap, indexScen)[1:5, , ]
test_that("test for the correctness of valuation", {
skip_on_cran()
tmp <- tempfile()
expect_equal_to_reference(valuatePortfolio(VAPort, mortTable, fundScen,
1 / 12, cForwardCurve), tmp)
})
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vamc documentation built on Feb. 28, 2020, 5:08 p.m.
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context("valuate of one portfolio of guaratee contracts")
library(vamc)
fundScen <- genFundScen(fundMap, indexScen)[1:5, , ]
test_that("test for the correctness of valuation", {
skip_on_cran()
tmp <- tempfile()
expect_equal_to_reference(valuatePortfolio(VAPort, mortTable, fundScen,
1 / 12, cForwardCurve), tmp)
})
Try the vamc package in your browser
Any scripts or data that you put into this service are public.
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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