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summary.delta

Summarizing a Delta-Normal Remainder Term


Description

summary method for S3 class delta.

Usage

## S3 method for class 'delta'
summary(object, ...)

Arguments

object

S3 object of class delta.

...

additional arguments affecting the summary produced.

Value

an S3 object,instance of class c("summaryDefault", "table").

See Also

Examples

# Creating a new delta.
delta1 <- delta(name        = c("equity", "2YCHF", "EURCHF"),
                currency    = c("EUR", "CHF", "EUR"),
                sensitivity = c(100, 150, 130))
# summarizing the delta.
summary(delta1)

sstModel

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

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