valInfo is a generic S3 method for classes
inheriting from item. It returns sufficient information for the
creation of the valuation function of the item.
# S3 method for delta
valInfo(object, market.risk, standalone = NULL, ...)S3 object of class delta.
S3 object of class marketRisk created using
marketRisk.
S3 object of class standalone.
additional arguments.
A list with the following elements:
sensitivity: a numeric value. The sensitivities
(in base currency) with respect to the base risk factors stored
in risk.factor, the second element of the list.
risk.factor: a data.frame with columns:
name: a character value. The names of the base risk
factors.
id: an integer value. The position of the base risk
factors in the covariance matrix in marketRisk.
scale: a numeric value. The scales associated to the
base risk factors.