ESG (version 1.2)

rRealEstate: rRealEstate

Description

Direct real estate generation. Object creation is managed internally.

Usage

rRealEstate(horizon, nScenarios, ZC, vol, k,
    volRealEstate, realEstate0)

Arguments

horizon

Horizon of projection

nScenarios

Number of scenarios

ZC

ZC rate input

vol

Volatility for short rates

k

k for rates in vasicek model

volRealEstate

Volatility

realEstate0

Initial value for real estate

Examples

# NOT RUN {
data(ZC)
rRealEstate(horizon=5, nScenarios=10, ZC=ZC, vol=.1, k=2, volRealEstate=.15, realEstate0=50)
# }