simulate is a generic S3 method for classes
inheriting from risk. It returns a vector of risk-factor
simulations for the corresponding risk.
# S3 method for marketRisk
simulate(object, nsim, seed = NULL, DT = FALSE, ...)object of class marketRisk.
strictly positive integer value of length one. The number of simulations.
positive integer value of length one. The seed for reproducibility.
a boolean value, should we cast the simulation matrix in a data.table?
additional arguments.
a matrix or data.table of base simulations.