rfc-classes: A Reference Class representing the ACTUS concept of a...
In wbreymann/FEMS: R Package for Financial Enterprise Modelling and Simulation
RiskFactorConnector-class R Documentation
A Reference Class representing the ACTUS concept of a
RiskFactorConnector
Description
The cash flows of ACTUS CTs may be 'linked' to (stochastic)
external risk factors such as interest rates or reference
indices. The RiskFactorConnector serves as the
interface. It is in fact a collection of risk factors each
with the corresponding 'MarketObjectCode' as it's unique
identifier.
Instances of R/Java risk factors may be added to the
RiskFactorConnector which then may be 'linked' to
a given ACTUS CT.
Fields
jrefA rJava java object reference
See Also
RiskFactor, YieldCurve, ReferenceIndex
wbreymann/FEMS documentation built on Dec. 8, 2022, 9:43 a.m.
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.
| RiskFactorConnector-class | R Documentation |
A Reference Class representing the ACTUS concept of a RiskFactorConnector
Description
The cash flows of ACTUS CTs may be 'linked' to (stochastic)
external risk factors such as interest rates or reference
indices. The RiskFactorConnector serves as the
interface. It is in fact a collection of risk factors each
with the corresponding 'MarketObjectCode' as it's unique
identifier.
Instances of R/Java risk factors may be added to the
RiskFactorConnector which then may be 'linked' to
a given ACTUS CT.
Fields
jrefA rJava java object reference
See Also
RiskFactor, YieldCurve, ReferenceIndex
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.