sstModel: marketValueMargin.sstOutput – R documentation

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marketValueMargin.sstOutput

Compute the Market Value Margin (MVM)

S3 generic method to compute the market value margin (MVM).

## S3 method for class 'sstOutput'
marketValueMargin(object, nhmr = NULL, ...)

`object`	S3 object of class sstOutput.
`nhmr`	numeric value of length one. The factor for non-headgeable market risk in market value margin computations. Default to `NULL`, in this case the sstOutput must contain this parameter. This parameter overrides `nhmr` in objects of class `sstOutput`.
`...`	aditional parameters to be passed on to `expectedShortfall`.

a numeric value of length one. The market value margin (MVM).