planSummaryStoc: Embedded option prices for each employee (Stochastic)

In nathanesau-academic/StocVal: Values embedded options in DB pension plan.

Description

Calculates the embedded option prices for each employee using the stochastic scenario output from stocfloorOption() and stocfloorOptionPBO()

Usage

planSummaryStoc(demoInfo, stochasticScenarios.out,
  assumptions = planVariables)

Arguments

demoInfo	Demographic info for plan
stochasticScenarios.out	output of stochasticScenarios()
assumptions	Plan features and assumptions - by default the variables in planVariables are used.

Value

A list containing the total floor option cost for each scenario, the total floor option (PBO) cost for each scenario and a data frame containing the expected value and mean costs for each scenario

Examples

planSummaryStoc.out <- planSummaryStoc(demoInfo, stochasticScenarios.out,
 planVariables)

nathanesau-academic/StocVal documentation built on Nov. 4, 2019, 8:35 p.m.