sstModel: valExpression.delta – R documentation

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valExpression.delta

Building the Valuation Expression for a Market Delta-Normal Remainder Term

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

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

`object`	S3 object of class delta.
`market.risk`	S3 object of class marketRisk created using `marketRisk`.
`standalone`	S3 object of class standalone.
`...`	additional arguments.

a character value. The expression representing the valuation of the delta remainder term.