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valExpression.asset

Building the Valuation Expression for Asset with Direct Market Price


Description

valExpression is a generic S3 method for classes inheriting from item. It returns the valuation expression.

Usage

## S3 method for class 'asset'
valExpression(object, market.risk, standalone = NULL, ...)

Arguments

object

S3 object of class asset.

market.risk

S3 object of class marketRisk.

standalone

S3 object of class standalone.

...

additional arguments.

Value

character value of length one, the expression representing the valuation of the asset position.

See Also


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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