loss_Es_VaR: loss_Es_VaR

In 3schwartz/SpecialeScrAndFun: Script and functions used for master thesis.

Description

Calculate VaR and ES for losses and return plots

Usage

loss_Es_VaR(riskFactorChange = NULL, name = NULL, width = 8,
  height = 6,
  outputFig = c("C:/Users/Soren Schwartz/Dropbox/Egne dokumenter/Skole/master/opgave/Figures/"))

Arguments

riskFactorChange	Risk factor change
name	Name used for saving and plot
width	Width of saved file
height	Height of saved file
outputFig	output dir

Value

Only saves files

3schwartz/SpecialeScrAndFun documentation built on May 4, 2019, 6:29 a.m.