Description Usage Arguments Value Examples
Generates stochastic scenarios for the excess equity return
1 |
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
1 2 3 | termStruct.out <- cubic_spline(termStruct);
termStruct.extension <- curve_extensionNS(termStruct.out);
ers.out <- ers(rpi, volterm, termStruct.extension)
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