sstModel: valFunction.delta – R documentation

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valFunction.delta

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

valFunction is a generic S3 method for classes inheriting from item. It returns the valuation function.

## S3 method for class 'delta'
valFunction(object, market.risk, ...)

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

a function with arguments:

x: a matrix of simulations (numeric values) with named columns corresponding exactly to the name of base risk-factors in marketRisk keeping the same order, or an unnamed vector of simulations (numeric values) keeping the same ordering of base risk-factors as in marketRisk.