ad0-classes: A Reference Class to represent an Analysis Date
In wbreymann/FEMS: R Package for Financial Enterprise Modelling and Simulation
AD0-class R Documentation
A Reference Class to represent an Analysis Date
Description
Actus Contract Types (CT) generate post-AD0 cash flows. At the same time,
AD0 marks the point in time as per which (market) risk factors have to be
know in order for a linked CT to be able to derive cash flows.
Hence, both, java CTs and java risk factor objects need to know AD0 in java
ZonedDateTime format. An AD0 object provides this reference.
Fields
jrefA rJava java object reference
See Also
generateEvents, processEvents, granularResults
wbreymann/FEMS documentation built on Dec. 8, 2022, 9:43 a.m.
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| AD0-class | R Documentation |
A Reference Class to represent an Analysis Date
Description
Actus Contract Types (CT) generate post-AD0 cash flows. At the same time,
AD0 marks the point in time as per which (market) risk factors have to be
know in order for a linked CT to be able to derive cash flows.
Hence, both, java CTs and java risk factor objects need to know AD0 in java
ZonedDateTime format. An AD0 object provides this reference.
Fields
jrefA rJava java object reference
See Also
generateEvents, processEvents, granularResults
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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