c-Portfolio2-method: This version: 1) Takes the risk factor connector of the first...
In wbreymann/FEMS: R Package for Financial Enterprise Modelling and Simulation
c,Portfolio2-method R Documentation
This version:
1) Takes the risk factor connector of the first argument.
Question: is it possible to merge different risk factor environments?
2) The events are lost.
It's difficult to collect them without an explicit loop over all
portfolios.
Description
This version:
1) Takes the risk factor connector of the first argument.
Question: is it possible to merge different risk factor environments?
2) The events are lost.
It's difficult to collect them without an explicit loop over all
portfolios.
Usage
## S4 method for signature 'Portfolio2'
c(x, ...)
wbreymann/FEMS documentation built on May 6, 2024, 2:19 p.m.
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| c,Portfolio2-method | R Documentation |
This version: 1) Takes the risk factor connector of the first argument. Question: is it possible to merge different risk factor environments? 2) The events are lost. It's difficult to collect them without an explicit loop over all portfolios.
Description
This version: 1) Takes the risk factor connector of the first argument. Question: is it possible to merge different risk factor environments? 2) The events are lost. It's difficult to collect them without an explicit loop over all portfolios.
Usage
## S4 method for signature 'Portfolio2'
c(x, ...)
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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