getZCRates method

Get the ZC rates for a Scenarios object.

Examples

scenarios1 <- new("Scenarios")
scenarios1 <- setParamsBaseScenarios(scenarios1, horizon=5, nScenarios=10)
scenarios1 <- scenarios1 <- setRiskParamsScenarios(scenarios1, vol=.1, k=2,volStock=.2,
volRealEstate=.15, volDefault=.2, alpha=.1,beta=1, eta=.05,rho=.5, stock0=100,realEstate0=50,
liquiditySpread0=.01, defaultSpread0=.01)
data(ZC)
scenarios1 <- setZCRates(scenarios1, ZC, horizon=5)
getZCRates(scenarios1)
#>  [1] 0.0007065 0.0006501 0.0006568 0.0007117 0.0008021 0.0009174 0.0010489
#>  [8] 0.0011896 0.0013338 0.0014776 0.0016179 0.0017531 0.0018823 0.0020054
#> [15] 0.0021231 0.0022365 0.0023475 0.0024581 0.0025704 0.0026870 0.0028103
#> [22] 0.0029427 0.0030864 0.0032435 0.0034159 0.0036047 0.0038110 0.0040352
#> [29] 0.0042771 0.0045359 0.0048101 0.0050973 0.0053945 0.0056976 0.0060018
#> [36] 0.0063041 0.0066043 0.0069026 0.0071989 0.0074932 0.0077857 0.0080762
#> [43] 0.0083648 0.0086516 0.0089365 0.0092195 0.0095007 0.0097800 0.0100575
#> [50] 0.0103331 0.0106069 0.0108789 0.0111490 0.0114172 0.0116836 0.0119481
#> [57] 0.0122108 0.0124716 0.0127306 0.0129877 0.0132429