schwartz97 (version 0.0.6)

plot.state-method: Plot Schwartz two-factor trajectories

Description

This function plots trajectories of the Schwartz two-factor model including the means and confidence intervals at 99%, 95% and 90% levels.

Usage

"plot"(x, n = 100, time = 2, dt = 1/52)

Arguments

x

A schwartz2f-object.

n

Number of trajectories.

time

Time span of the simulation.

dt

Time step.

See Also

schwartz2f constructor.

Examples

# object <- schwartz2f(s0 = 1, mu = 0.1, sigmaS = 0.2,
#                      delta0 = 0, kappa = 2, alpha = 0.05, sigmaE = 0.1,
#                      rho = 0.5)
# 
# plot(object, n = 50, time = 2, dt = 1/52)