ers: Equity return scenario generation
In nathanesau-academic/StocVal: Values embedded options in DB pension plan.

Description Usage Arguments Value Examples

Generates stochastic scenarios for the excess equity return

1	ers(rpi, volterm, termStruct.extension)

`rpi`	Equity-risk premium input parameters
`volterm`	Volatility for bonds with terms 1 to 100 length inclusive (equity)
`termStruct.extension`	output of curve_extensionNS()

The equity excess return for each scenario

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termStruct.out <- cubic_spline(termStruct);
 termStruct.extension <- curve_extensionNS(termStruct.out);
 ers.out <- ers(rpi, volterm, termStruct.extension)