inflationrs: Inflation scenario generation
In nathanesau/StocVal: Values embedded options in DB pension plan.

Description Usage Arguments Value Examples

Generate inflation scenarios using calibrated inflation mean and volatility information

1	inflationrs(inflation_in, inflation_mean, volatility.inflation)

`inflation_in`	Parameters for the simulation scenario generation
`inflation_mean`	Inflation mean for each term
`volatility.inflation`	Implied volatility term structure

A data frame containing inflation scenarios for each term

termStruct.out <- cubic_spline(termStruct);
 termStruct.extension <- curve_extensionNS(termStruct.out);
 inflationrs.out <- inflationrs(inflation_in, inflation_mean,
   volatility.inflation)