sstModel: itemListToFunction – R documentation

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

itemListToFunction

Item List to Valuation Function Helper

helper function to convert a list of market.items to an aggregated valuation function.

itemListToFunction(item.list, market.item.types, market.risk,
  with.constant = F)

`item.list`	a list of marketItem S3 objects.
`market.item.types`	a character value representing a subset of marketItem classes.
`market.risk`	a marketRisk S3 object.
`with.constant`	a logical value. Should the expression be with constant or not?

a function representing the aggregated valuation function.

Swiss Solvency Test (SST) Standard Models

v1.0.0

GPL-3 + file LICENSE

Authors

Loris Michel [aut], Melvin Kianmanesh Rad [aut], Adrien Lamit [aut], Michael Schmutz [cre], Swiss Financial Market Supervisory Authority FINMA [cph]

Initial release