| CPPI-class {etrm} | R Documentation |
An S4 class for the CPPI hedging strategy
Description
An S4 class for the CPPI hedging strategy
Slots
RiskFactorThe risk factor (cushion) used in the CPPI model
[Package etrm version 1.0.1 Index]
| CPPI-class {etrm} | R Documentation |
An S4 class for the CPPI hedging strategy
RiskFactorThe risk factor (cushion) used in the CPPI model