ops-classes: Operations Contract class definition

In wbreymann/FEMS: R Package for Financial Enterprise Modelling and Simulation

Operations Contract class definition

Description

An operations contract represents any operational activity in monetary units within an organization. Such an activity can be an Investment, Reserving, or any (re-) occuring cost or income position.

Arguments

ContractID	A unique identifier of the Operations contract
ContractDealDate	Timestamp as per when the contract was initiated
Currency	The currency in which ReservingPattern, DepreciationPattern, IncomePattern are denominated
Params	A list containing parameters used in the CashFlowPattern, InvestPattern, and ReservePattern functions
ReservePattern	A function evaluating the pattern of building reserves. The function must implemente two arguments: modelThe RiskFactorConnector object used when evaluating the pattern paramsThe Params object used when evaluating the pattern
InvestPattern	A function evaluating the pattern of investment and depreciation. The function must implemente two arguments: modelThe RiskFactorConnector object used when evaluating the pattern paramsThe Params object used when evaluating the pattern
CashFlowPattern	A function evaluating the pattern of generated cash flows. The function must implement two arguments: modelThe RiskFactorConnector object used when evaluating the pattern paramsThe Params object used when evaluating the pattern
RiskFactorConnector	(optional) A risk factor environment within which the Operations contract will be evaluated

wbreymann/FEMS documentation built on Dec. 8, 2022, 9:43 a.m.