Description Usage Arguments Value Examples
Derives the equity total return from the excess equity return. Note this method simply adds two data frames.
1 | ersTotal(hw.out, ers.out)
|
hw.out |
output of hull_white() |
ers.out |
output of ers() |
A data frame containing the equity total return for each scenario
1 2 3 4 | termStruct.out <- cubic_spline(termStruct);
termStruct.extension <- curve_extensionNS(termStruct.out);
ers.out <- ers(rpi, volterm, termStruct.extension)
ersTotal.out <- ersTotal(ers.out)
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