Plot Schwartz two-factor trajectories

Description

This function plots trajectories of the Schwartz two-factor model including the means and confidence intervals at 99%, 95% and 90% levels.

Usage

## S4 method for signature 'schwartz2f,missing'
plot(x, n = 100, time = 2, dt = 1/52)

Arguments

Author(s)

David Luethi

See Also

schwartz2f constructor.

Examples

# object <- schwartz2f(s0 = 1, mu = 0.1, sigmaS = 0.2,
#                      delta0 = 0, kappa = 2, alpha = 0.05, sigmaE = 0.1,
#                      rho = 0.5)
# 
# plot(object, n = 50, time = 2, dt = 1/52)

Results