trajv: VSK: get trajectories

Description Usage Arguments Value Examples

Description

trajv returns the trajectories for the Vasicek model.

Usage

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trajv(.Object, type = "index")

Arguments

.Object

VSK Object whose trajectories are wanted.

type

character. Type of trajectories: "index" or "rate"

Value

The trajectories as a matrix.

Examples

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index <- c(100,102.32,104.47,106.23,108.21,110.36,
111.66,112.4,112.97,114.84,116.7,119.03,121.46,124.01,126.33,
128.37,130.29,133.98,134.09,136.13,139.01,141.73,142.92,
143.66,143.71,144,145.41)
inflation <- vsk(index_histo = index)
inf_traj <- trajv(inflation)

ArnaudBu/esg2 documentation built on Oct. 20, 2021, 10:01 a.m.