Providing Valuation Information for Asset with Direct Market Price
valInfo is a generic S3 method for classes
inheriting from item. It returns sufficient information for the
creation of the valuation function of an item.
## S3 method for class 'asset' valInfo(object, market.risk, standalone = NULL, ...)
object |
S3 object of class asset. |
market.risk |
S3 object of class marketRisk created using
the constructor |
standalone |
S3 object of class standalone. |
... |
additional arguments. |
a list with the following elements:
exposure: numeric value of length one representing the exposure
in the underlying asset.
constant: numeric value of length one representing the constant
centering the log-normal expression.
risk.factor: a data.frame with columns:
name: character value representing the names of
the base risk-factors.
id: integer value representing the positions of
the base risk-factors in the covariance matrix in marketRisk.
scale: numeric value representing the scaling coefficients
associated to the base risk-factors.
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