riskCapital.sstOutput: Compute the Risk Capital (RC)
Description
S3 generic method to compute the
risk capital (RC).
Usage
# S3 method for sstOutput
riskCapital(object, with.scenario = F, ...)
Arguments
object
S3 object of class sstOutput.
with.scenario
logical value of length one. Should the risk capital be compute
with scenario risk also?
...
additional parameters to be passed on to
expectedShortfall.
Value
a numeric value. The risk capital (RC).