setRiskParamsScenariosS

setRiskParamsScenariosS,Scenarios-method

Volatility for rates in vasicek model

Volatility for UL in Black &amp; Scholes
 model

volStock

stock0

Correlation between stock and short rates

Set risk parameters related to short rates in a Scenarios
 object (these parameters are contained in a
 [<code><a href="/link/?package=ESG&version=1.2" paramsscenarios'="" data-mini-rdoc="ESG::"></a>'>ParamsScenarios</code>] sub-object)

Presents a "Scenarios" class containing
general parameters, risk parameters and projection results.
Risk parameters are gathered together into a ParamsScenarios
sub-object. The general process for using this package is to
set all needed parameters in a Scenarios object, use the
customPathsGeneration method to proceed to the projection, then
use xxx_PriceDistribution() methods to get asset prices.

Wassim Youssef

A Package for Asset Projection

setRiskParamsScenariosS function

Set risk parameters related to short rates in a Scenarios
 object (these parameters are contained in a
 [<code><a href='<a href='ParamsScenarios'></a>'>ParamsScenarios</a></code>] sub-object)

setRiskParamsScenariosS: setRiskParamsScenariosS method

Description

Arguments