Displaying 1 result from an estimated 1 matches for "lapsetype".
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basetype
2009 Jul 31
1
what meaning missing value True /False needed
...puts
CPIRate <- rep(0.02 , InputDim )
# CPI inflation rate
LossInflaRate <- rep(0.02 , InputDim)
# inflation rate of losses
RiskFreeRate <- rep(0.04, InputDim )
# vector of risk free rate
RiskRate <- rep(0.06, InputDim )
# vector of risk free rate
################ lapse param begin :
LapseType <- rep("linear" , InputDim )
# type of the function used to calculate lapse rate= "power", "logistic", "linear"
CentralLapseRate <- rep(0.13 , InputDim )
# lapse rate for price factor = 1
ElasticityLeft <- rep( 10, InputDim )
# left elasticity for p...