vamc (version 0.2.1)

genFundScen: Generate Fund Scenerio

Description

Calculate numScen-by-numStep-by-numFund fund scenarios based on given index scenarios indexScen and fund map fundMap that maps indices to funds.

Usage

genFundScen(fundMap, indexScen)

Arguments

fundMap

A numFund-by-numIndex matrix of doubles, mapping indices to funds.

indexScen

A numScen-by-numStep-by-numIndex array of doubles, index scenarios.

Value

Outputs a numScen-by-numStep-by-numFund array of doubles of fund scenarios.

Examples

# NOT RUN {
genFundScen(fundMap, indexScen)
# }