sstModel: compute.marketRisk – R documentation

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

compute.marketRisk

Compute a MarketRisk

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 'marketRisk'
compute(object, market.items, standalones = NULL, nsim,
  seed = NULL, nested.market.computations = F, ...)

`object`	S3 object of class marketRisk.
`market.items`	list with elements being object of S3 classes inheriting from `marketRisk`.
`standalones`	list of possible standalones (default NULL).
`nsim`	strictly positive integer value of length one. The number of simulations.
`seed`	positive integer value of length one. The seed for reproducibility.
`nested.market.computations`	logical value of length one, by default set to `FALSE`. Should the market items valuations be nested by item types?
`...`	additional arguments.

a list of numeric values. The simulation results for a marketRisk.