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sstModel (version 1.0.0)

compute.scenarioRisk: Compute a ScenarioRisk

Description

compute is a generic S3 method for classes inheriting from risk. It returns a vector of aggregated simulations for the corresponding risk.

Usage

# S3 method for scenarioRisk
compute(object, nsim, seed = NULL, market.risk, ...)

Arguments

object

S3 object of class scenarioRisk.

nsim

strictly positive integer value of length one. The number of simulations.

seed

positive integer value of length one. The seed for reproducibility.

market.risk

S3 object of class marketRisk created using the constructor marketRisk.

...

additional arguments.

Value

a data.table value containing one column named "scenarioRisk". The simulations result for a scenarioRisk.

See Also

compute, scenarioRisk.