| setRiskParamsScenariosRE {ESG} | R Documentation |
setRiskParamsScenariosRE method
Description
Set risk parameters related to real estates in a
Scenarios object (these parameters are contained in a
[ParamsScenarios] sub-object)
Arguments
vol |
Volatility for rates in vasicek model |
k |
k for rates in vasicek model |
volRealEstate |
Volatility for real estate in Black & Scholes model |
realEstate0 |
Real estate initial value |
[Package ESG version 1.3 Index]