sstModel: simulate.marketRisk – R documentation

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simulate.marketRisk

Simulate from a MarketRisk

simulate is a generic S3 method for classes inheriting from risk. It returns a vector of risk-factor simulations for the corresponding risk.

## S3 method for class 'marketRisk'
simulate(object, nsim, seed = NULL, DT = FALSE, ...)

`object`	object of class marketRisk.
`nsim`	strictly positive integer value of length one. The number of simulations.
`seed`	positive integer value of length one. The seed for reproducibility.
`DT`	a boolean value, should we cast the simulation matrix in a data.table?
`...`	additional arguments.

a matrix or data.table of base simulations.