meanScenarios: Calculate the average stochastic scenario
In nathanesau-academic/StocVal: Values embedded options in DB pension plan.
Description
Usage
Arguments
Value
Examples
Description
Calculates the mean of the stochastic scenarios at each time
Usage
1
meanScenarios(scenarios)
Arguments
scenarios
A data frame containing the scenarios, in format of the output
of hull_white()
Value
A vector containing the mean of the stochastic scenarios at each
time
Examples
1
2
soaScenarios <- bmarkScenarios("~/Desktop/StocVal/Data/soascenario.csv");
meanScenarios.out <- meanScenarios(soaScenarios$term1)
nathanesau-academic/StocVal documentation built on Nov. 4, 2019, 8:35 p.m.
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Description Usage Arguments Value Examples
Description
Calculates the mean of the stochastic scenarios at each time
Usage
1 | meanScenarios(scenarios)
|
Arguments
scenarios |
A data frame containing the scenarios, in format of the output of hull_white() |
Value
A vector containing the mean of the stochastic scenarios at each time
Examples
1 2 | soaScenarios <- bmarkScenarios("~/Desktop/StocVal/Data/soascenario.csv");
meanScenarios.out <- meanScenarios(soaScenarios$term1)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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