Set risk parameters related to short rates in a Scenarios object (these parameters are contained in a [ParamsScenarios ] sub-object)
● Data Source:
CranContrib
● Keywords:
● Alias: setRiskParamsScenariosS, setRiskParamsScenariosS,Scenarios-method
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setForwardRates
(Package: ESG) :
setForwardRates method
Calculate and set the forward rates in a Scenarios object. Internaly, this method uses the ForwardExtraction() function.
● Data Source:
CranContrib
● Keywords:
● Alias: setForwardRates, setForwardRates,Scenarios-method
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Get a distribution for EuroPut UL price.
● Data Source:
CranContrib
● Keywords:
● Alias: EuroPut_Stock_PriceDistribution, EuroPut_Stock_PriceDistribution,Scenarios-method
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Get a list containing all risk paramaters for a Scenarios object.
● Data Source:
CranContrib
● Keywords:
● Alias: getRiskParamsScenarios, getRiskParamsScenarios,Scenarios-method
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Get liquidity spread paths for a Scenarios object after projection.
● Data Source:
CranContrib
● Keywords:
● Alias: getLiquiditySpreadPaths, getLiquiditySpreadPaths,Scenarios-method
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Get a list containing the risk paramaters related to UL for a Scenarios object.
● Data Source:
CranContrib
● Keywords:
● Alias: getRiskParamsScenariosS, getRiskParamsScenariosS,Scenarios-method
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Direct generation for all assets values. Object creation is managed internally.
● Data Source:
CranContrib
● Keywords:
● Alias: rAssetDistribution
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Set risk parameters related to real estates in a Scenarios object (these parameters are contained in a [ParamsScenarios ] sub-object)
● Data Source:
CranContrib
● Keywords:
● Alias: setRiskParamsScenariosRE, setRiskParamsScenariosRE,Scenarios-method
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Set risk parameters related to short rates in a Scenarios object (these parameters are contained in a [ParamsScenarios ] sub-object)
● Data Source:
CranContrib
● Keywords:
● Alias: setRiskParamsScenariosrt, setRiskParamsScenariosrt,Scenarios-method
●
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Get a list containing the horizon and number of scenarios for a Scenarios object.
● Data Source:
CranContrib
● Keywords:
● Alias: getParamsBaseScenarios, getParamsBaseScenarios,Scenarios-method
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