method to generate the market valuation function for a given portfolio and all positions (including participation if any).
# S3 method for portfolio
generateFunction(object, market.risk, ...)S3 object of class portfolio.
S3 object of class marketRisk.
additional arguments.
a function, the market valuation function with the following parameter:
x: a matrix of simulation with named columns corresponding
exactly to the name of base-risk factors in a marketRisk keeping the
same order or an unnamed vector of simulations keeping the same
ordering of risk factors as in the covariance matrix
defined in marketRisk. Please note that if the portfolio contains
a participation, then an additional column (in the case of matrix input) named
participation or an additional entry (in the case of vector input) should
be provided in the last position.