ersTotal: Total equity return for scenarios
In nathanesau/StocVal: Values embedded options in DB pension plan.
Description
Usage
Arguments
Value
Examples
Description
Derives the equity total return from the excess equity return.
Note this method simply adds two data frames.
Usage
1
ersTotal(hw.out, ers.out)
Arguments
hw.out
output of hull_white()
ers.out
output of ers()
Value
A data frame containing the equity total return for each scenario
Examples
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)
nathanesau/StocVal documentation built on May 23, 2019, 12:18 p.m.
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Description Usage Arguments Value Examples
Description
Derives the equity total return from the excess equity return. Note this method simply adds two data frames.
Usage
1 | ersTotal(hw.out, ers.out)
|
Arguments
hw.out |
output of hull_white() |
ers.out |
output of ers() |
Value
A data frame containing the equity total return for each scenario
Examples
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)
|
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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