rf-methods: 'RiskFactor'-class constructor

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

RiskFactor-class constructor

Description

Create an instance of an implementation of class RiskFactor (e.g. YieldCurve, ReferenceIndex, etc). This constructor is in fact a short cut to the constructors of the implemented classes such as YieldCurve for class YieldCurve, Index for class ReferenceIndex or FxRate for class ForeignExchangeRate. Note that it is not possible to instanciate class RiskFactor itself but only the implementing classes extending RiskFactor.

Usage

RF(object)

## S4 method for signature 'character'
RF(object)

as.timeSeries(x)

Arguments

object

character, where object is expected to be the R-class name of the RiskFactor-implementation to be instantiated.

Value

An object of a class extending RiskFactor

See Also

YieldCurve, ReferenceIndex

Examples

# create a new 'YieldCurve' object
yc = RF("YieldCurve")

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