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R
sstModel

valInfo.assetForward

Providing Information for Index-Forward Valuation from a marketRisk

Description

valInfo is a generic S3 method for classes inheriting from item. It returns sufficient information for the creation of the valuation function of the item.

Usage

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

Arguments

object

S3 object of class assetForward.
market.risk

S3 object of class marketRisk created using the constructor marketRisk.
standalone

S3 object of class standalone.
...

additional arguments.

Value

A list with the following elements:

  • asset.term: an asset item. The underlying asset term in the forward contract.

  • liability.term: a liability item. The liability term representing the forward contract cashflow.

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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