sstModel (version 1.0.0)

summary.portfolio: Summarizing a Portfolio

Description

summary method for the S3 class portfolio.

Usage

# S3 method for portfolio
summary(object, ...)

Arguments

object

S3 object of class portfolio.

...

additional arguments.

Value

an S3 object, instance of class summary.portfolio.

See Also

summary, lifeRisk.

Examples

# NOT RUN {
# Creating a new portfolio.
asset1 <- asset("equity", "USD", 1000)
asset2 <- asset("hedge fund", "EUR", 2000)
life1 <- life(name        = c("pandemy", "longetivity", "storno"),
              currency    = c("CHF", "CHF", "CHF"),
              sensitivity = c(-100, -150, -130))
health1 <- health(name        = c("pandemy", "longetivity", "storno"),
                  currency    = c("CHF", "CHF", "CHF"),
                  sensitivity = c(100, 150, 130))
participation1 <- participation("CHF", 1000)
   valid.param <- list(mvm = list(mvm.life = 2, mvm.health = 4, mvm.nonlife = 3),
                       rtkr = 0,
                       rtkg = 0,
                       correction.term = 2,
                       credit.risk = 3,
                       expected.insurance.result =  10^6,
                       expected.financial.result =  10^5)
pf <- portfolio(market.items   = list(asset1, asset2),
                participation.item  = participation1,
                life.item      = life1,
                health.item    = health1,
                base.currency  = "CHF",
                portfolio.parameters = valid.param)
# summarizing the portfolio
summary(pf)

# }