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.

\[\exp\left(\left(\mu-\frac{\sigma^{2}}{2}\right)\Delta{t}+\sigma\sqrt{\Delta{t}}\epsilon\right)-1\]

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

See also

• std_norm_rand

• scen_id