simSpreadLoss: Simulate total spread losses accumulated during the period

Description Usage Arguments Value

Description

Simulate total spread losses accumulated during the period

Usage

1
simSpreadLoss(portfolio, sampSize = 10^3, avgNum = 100)

Arguments

portfolio

portfolio object

sampSize

sample size

avgNum

number of samples in averaging distribution

Value

vector of spread loss samples


solavrov/fxor documentation built on May 30, 2019, 3:12 p.m.