inv_return_table

inv_return_table()

Table of investment return rates

Returns a Series of monthly investment retuns. The Series is indexed with scen_id and t which is inherited from std_norm_rand.

$$\exp ((\mu -\frac{{\sigma }^2}{2})\mathrm{\Delta }t+\sigma \sqrt{\mathrm{\Delta }t}ϵ)-1$$

where $\mu =2\mathrm{\%}$, $\sigma =3\mathrm{\%}$, $\mathrm{\Delta }t=\frac{1}{12}$, and $ϵ$ is a randome number from the standard normal distribution.

See also

• std_norm_rand

• scen_id