rRealEstate.RdDirect real estate generation. Object creation is managed internally.
rRealEstate(horizon, nScenarios, ZC, vol, k,
volRealEstate, realEstate0)data(ZC)
rRealEstate(horizon=5, nScenarios=10, ZC=ZC, vol=.1, k=2, volRealEstate=.15, realEstate0=50)
#> $shortRatePaths
#> [,1] [,2] [,3] [,4] [,5]
#> [1,] 0.0034327 0.0541110844 0.147571719 0.010827559 -0.050371607
#> [2,] 0.0034327 0.0421246357 0.016823965 -0.008130851 0.040857866
#> [3,] 0.0034327 0.0760189380 0.054157718 0.003562873 0.048231058
#> [4,] 0.0034327 -0.0005812114 0.076839085 -0.028609871 -0.004731818
#> [5,] 0.0034327 0.0970018527 0.067357066 0.014044124 0.041723369
#> [6,] 0.0034327 0.0344218051 0.058398135 -0.005426584 0.040538321
#> [7,] 0.0034327 -0.0808556541 0.006260605 -0.018559559 -0.041258185
#> [8,] 0.0034327 0.0751147011 -0.011201284 0.001341926 0.022954462
#> [9,] 0.0034327 0.0589513411 0.130100867 -0.045936821 0.119114911
#> [10,] 0.0034327 -0.0212791112 -0.008634959 0.075353657 -0.003282893
#> [,6]
#> [1,] 0.015947379
#> [2,] 0.042251899
#> [3,] 0.014172642
#> [4,] -0.009977431
#> [5,] 0.018307849
#> [6,] 0.064955376
#> [7,] -0.011479779
#> [8,] 0.054961315
#> [9,] 0.085741031
#> [10,] 0.049992389
#>
#> $realEstatePaths
#> [,1] [,2] [,3] [,4] [,5] [,6]
#> [1,] 50 55.46279 65.23233 79.42705 75.88756 77.69402
#> [2,] 50 51.24431 44.34984 53.54195 54.63248 53.49753
#> [3,] 50 58.50772 45.33818 52.89734 42.71195 44.58407
#> [4,] 50 60.68677 50.68177 63.85470 62.56389 54.66799
#> [5,] 50 42.96147 50.12497 55.85613 75.30826 62.26249
#> [6,] 50 52.93664 53.57824 56.48239 64.98181 71.48053
#> [7,] 50 36.12528 27.89908 29.95041 25.01962 27.72827
#> [8,] 50 56.34986 53.08172 47.83276 49.15197 61.12000
#> [9,] 50 64.18776 81.98849 105.76845 113.16134 121.76027
#> [10,] 50 48.69784 42.74950 47.84305 47.36558 45.92339
#>