Description Usage Arguments Methods (by generic) Slots
An S4 class to represent a value modelled by a Vasicek projection model. In the context of this esg, this model is thought for inflation modelling.
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x |
the VSK object to print |
object |
the VSK object to show |
print
: print method for VSK
show
: show method for VSK
q0
Numeric. Initial value of rate.
a
Numeric. Speed of reversion.
b
Numeric. Long-term mean for the model.
sigma
Numeric. Periodic volatility.
q
Matrix. Projection of the asset.
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