sstModel: compute.lifeRisk – R documentation

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compute.lifeRisk

Compute a LifeRisk

compute is a generic S3 method for classes inheriting from risk. It returns a vector of aggregated simulations for the corresponding risk.

## S3 method for class 'lifeRisk'
compute(object, market.risk, life.item, nsim, seed = NULL,
  ...)

`object`	S3 object of class lifeRisk.
`market.risk`	S3 object of class marketRisk created using the constructor `marketRisk`.
`life.item`	S3 object of class life from a portfolio.
`nsim`	strictly positive integer value of length one. The number of simulations.
`seed`	positive integer value of length one. The seed for reproducibility.
`...`	additional arguments.

a data.table value containing one column named "lifeRisk". The simulations result for a lifeRisk.