calc_scenario_prices: Calculate scenario prices

In 2DegreesInvesting/r2dii.climate.stress.test: Climate Transition Risk Stress Test for Listed Equity, Corporate Bond and Corporate Loan Portfolios

Calculate scenario prices

Description

Function generates prices for baseline and late and sudden shock scenario. Price for baseline scenario correspond to prices of baseline_scenario. Prices for the late sudden scenario also correspond to baseline_scenario until the year_of_shock. From then on they linearly approach the price level of the shock_scenario during the duration_of_shock.

Usage

calc_scenario_prices(
  price_data,
  baseline_scenario,
  target_scenario,
  transition_scenario,
  start_year
)

Arguments

price_data	A tibble holding price data.
baseline_scenario	String holding name of the baseline scenario.
target_scenario	String holding name of the target scenario.
transition_scenario	Tibble with 1 row holding at least variables year_of_shock and duration_of_shock.
start_year	Start_year of analysis

Value

A tibble holding late_and_sudden_prices

2DegreesInvesting/r2dii.climate.stress.test documentation built on June 6, 2024, 8:23 a.m.