standaloneExpectedShortfall.sstOutput: Compute expected shortfall for standalone risk by reference
Description
S3 generic method to compute expected shortfall of
a standalone risk.
Usage
# S3 method for sstOutput
standaloneExpectedShortfall(object, col.name, ...)
Arguments
object
S3 object of class sstOutput.
col.name
name of the column in object$simulations
to
get the expected shortfall from.
...
additional arguments passed to expectedShortfall
.
Value
a numeric value, the expected shortfall.