| LoadSupervisoryData {SACCR} | R Documentation |
Supervisory Data Loading
Description
Loads the supervisory data (factors, correlation and option volatility) for each Asset Class and SubClass
Usage
LoadSupervisoryData()
Value
A data frame with the required data
Author(s)
Tasos Grivas <tasos@openriskcalculator.com>
References
Regulation (EU) 2019/876 of the European Parliament and of the Council of 20 May 2019 http://data.europa.eu/eli/reg/2019/876/oj
[Package SACCR version 3.2 Index]