sstModel: generateExpression.portfolio – R documentation

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generateExpression.portfolio

Generate the Market Valuation Expression for a Portfolio

method to generate the market valuation expression for a given portfolio and a given subset of item classes.

## S3 method for class 'portfolio'
generateExpression(object, market.item.types, market.risk,
  standalone = NULL, ...)

`object`	S3 object of class portfolio.
`market.item.types`	character value indicating the item classes for which the market expression should be computed and aggregated, this should be a subset of the following values: asset cashflow liability assetForward fxForward delta you can also provide the value "all", in this case all market item expressions in the portfolio are computed and aggregated.
`market.risk`	S3 object of class marketRisk.
`standalone`	S3 object of class standalone.
`...`	additional arguments.

a character value, the market expression.

Please consider that the expression are centered (mean zero).