API for sstModel
Swiss Solvency Test (SST) Standard Models

Global functions
aggregateRisks Man page Source code
asset Man page Source code
assetForward Man page Source code
cashflow Man page Source code
changeBaseCurrency Man page Source code
check Man page Source code
check.asset Man page Source code
check.assetForward Man page Source code
check.cashflow Man page Source code
check.delta Man page Source code
check.fxForward Man page Source code
check.health Man page Source code
check.liability Man page Source code
check.life Man page Source code
check.macroEconomicScenarios Man page Source code
check.nonLifeRisk Man page Source code
check.participation Man page Source code
check.scenarioRisk Man page Source code
check.standalone Man page Source code
compute Man page Source code
compute.healthRisk Man page Source code
compute.lifeRisk Man page Source code
compute.macroEconomicScenarios Man page Source code
compute.marketRisk Man page Source code
compute.nonLifeRisk Man page Source code
compute.participationRisk Man page Source code
compute.scenarioRisk Man page Source code
compute.sstModel Man page Source code
computeConstant Man page Source code
conditionalReordering Man page Source code
containsHealth Man page Source code
containsHealth.sstOutput Man page Source code
containsInsurance Man page Source code
containsInsurance.sstOutput Man page Source code
containsLife Man page Source code
containsLife.sstOutput Man page Source code
containsMarket Man page Source code
containsMarket.sstOutput Man page Source code
containsNonLife Man page Source code
containsNonLife.sstOutput Man page Source code
containsParticipation Man page Source code
containsParticipation.sstOutput Man page Source code
containsScenario Man page Source code
containsScenario.sstOutput Man page Source code
creditRisk Man page Source code
creditRisk.sstOutput Man page Source code
currency Man page Source code
currencyIsIn Man page Source code
currencyIsIn.standalone Man page Source code
delta Man page Source code
equity Man page Source code
equityIsIn Man page Source code
equityIsIn.standalone Man page Source code
excelToSstModel Man page Source code
expectedShortfall Man page Source code
format.asset Man page Source code
format.assetForward Man page Source code
format.cashflow Man page Source code
format.delta Man page Source code
format.fxForward Man page Source code
format.health Man page Source code
format.healthRisk Man page Source code
format.liability Man page Source code
format.life Man page Source code
format.lifeRisk Man page Source code
format.marketRisk Man page Source code
format.nonLifeRisk Man page Source code
format.participation Man page Source code
format.participationRisk Man page Source code
format.portfolio Man page Source code
format.scenarioRisk Man page Source code
format.sstModel Man page Source code
format.sstOutput Man page Source code
format.standalone Man page Source code
format.summary.portfolio Man page Source code
format.summary.sstModel Man page Source code
format.summary.sstOutput Man page Source code
fxForward Man page Source code
generateError Man page Source code
generateExpression Man page Source code
generateExpression.portfolio Man page Source code
generateFunction Man page Source code
generateFunction.portfolio Man page Source code
getCurrencyId Man page Source code
getCurrencyId.marketRisk Man page Source code
getCurrencyName Man page Source code
getCurrencyName.marketRisk Man page Source code
getCurrencyScale Man page Source code
getCurrencyScale.marketRisk Man page Source code
getDeltaId Man page Source code
getDeltaId.marketRisk Man page Source code
getDrbc Man page Source code
getDrbc.sstOutput Man page Source code
getEquityId Man page Source code
getEquityId.marketRisk Man page Source code
getEquityName Man page Source code
getEquityName.marketRisk Man page Source code
getEquityScale Man page Source code
getEquityScale.marketRisk Man page Source code
getHealthId Man page Source code
getHealthQuantile Man page Source code
getHealthRisk Man page Source code
getHealthRisk.sstOutput Man page Source code
getInitialFX Man page Source code
getInitialFX.marketRisk Man page Source code
getInitialRate Man page Source code
getInitialRate.marketRisk Man page Source code
getInitialSpread Man page Source code
getInsuranceRisk Man page Source code
getInsuranceRisk.sstOutput Man page Source code
getLifeId Man page Source code
getLifeId.lifeRisk Man page Source code
getLifeQuantile Man page Source code
getLifeQuantile.lifeRisk Man page Source code
getLifeRisk Man page Source code
getLifeRisk.sstOutput Man page Source code
getMappingTime Man page Source code
getMappingTime.marketRisk Man page Source code
getMarketParticipationRisk Man page Source code
getMarketParticipationRisk.sstOutput Man page Source code
getMarketRisk Man page Source code
getMarketRisk.sstOutput Man page Source code
getNonLifeRisk Man page Source code
getNonLifeRisk.sstOutput Man page Source code
getParticipation Man page Source code
getParticipation.sstOutput Man page Source code
getRateId Man page Source code
getRateId.marketRisk Man page Source code
getRateName Man page Source code
getRateName.marketRisk Man page Source code
getRateScale Man page Source code
getRateScale.marketRisk Man page Source code
getScenarioRisk Man page Source code
getScenarioRisk.sstOutput Man page Source code
getSpreadId Man page Source code
getSpreadId.marketRisk Man page Source code
getSpreadName Man page Source code
getSpreadName.marketRisk Man page Source code
getSpreadScale Man page Source code
getSpreadScale.marketRisk Man page Source code
health Man page Source code
healthRisk Man page Source code
initialFX Man page Source code
initialRate Man page Source code
initialSpread Man page Source code
intToGroups Man page Source code
is.asset Man page Source code
is.assetForward Man page Source code
is.cashflow Man page Source code
is.currency Man page Source code
is.delta Man page Source code
is.equity Man page Source code
is.fxForward Man page Source code
is.health Man page Source code
is.healthRisk Man page Source code
is.insuranceItem Man page Source code
is.insuranceRisk Man page Source code
is.item Man page Source code
is.liability Man page Source code
is.life Man page Source code
is.lifeRisk Man page Source code
is.macroEconomicScenarios Man page Source code
is.mappingTable Man page Source code
is.marketItem Man page Source code
is.marketRisk Man page Source code
is.nonLifeRisk Man page Source code
is.participation Man page Source code
is.participationRisk Man page Source code
is.pcRate Man page Source code
is.portfolio Man page Source code
is.rate Man page Source code
is.risk Man page Source code
is.riskFactor Man page Source code
is.scenarioRisk Man page Source code
is.spread Man page Source code
is.sstModel Man page Source code
is.sstOutput Man page Source code
is.standalone Man page Source code
itemListToExpression Man page Source code
itemListToFunction Man page Source code
keywordToTable Man page Source code
keywordToTransposedTable Man page Source code
keywordToValue Man page Source code
launchDashboard Man page Source code
liability Man page Source code
life Man page Source code
lifeRisk Man page Source code
logNormalExpression Man page Source code
macroEconomicScenarios Man page Source code
mappingTable Man page Source code
mappingTime Man page Source code
marketRisk Man page Source code
marketValueMargin Man page Source code
marketValueMargin.sstOutput Man page Source code
mvmLife Man page Source code
na.rm Man page Source code
newtonRaphson Man page Source code
nonLifeRisk Man page Source code
onAttach Source code
participation Man page Source code
participationRisk Man page Source code
pcRate Man page Source code
portfolio Man page Source code
print.asset Man page Source code
print.assetForward Man page Source code
print.cashflow Man page Source code
print.delta Man page Source code
print.fxForward Man page Source code
print.health Man page Source code
print.healthRisk Man page Source code
print.liability Man page Source code
print.life Man page Source code
print.lifeRisk Man page Source code
print.marketRisk Man page Source code
print.nonLifeRisk Man page Source code
print.participation Man page Source code
print.participationRisk Man page Source code
print.portfolio Man page Source code
print.scenarioRisk Man page Source code
print.sstModel Man page Source code
print.sstOutput Man page Source code
print.standalone Man page Source code
print.summary.portfolio Man page Source code
print.summary.sstModel Man page Source code
print.summary.sstOutput Man page Source code
rate Man page Source code
rateIsIn Man page Source code
rateIsIn.standalone Man page Source code
removePerfectCorr Man page Source code
riskCapital Man page Source code
riskCapital.sstOutput Man page Source code
riskFactorToExpression Man page Source code
scenarioRisk Man page Source code
simulate.healthRisk Man page Source code
simulate.lifeRisk Man page Source code
simulate.marketRisk Man page Source code
simulate.nonLifeRisk Man page Source code
simulate.participationRisk Man page Source code
simulate.scenarioRisk Man page Source code
splitComma Man page Source code
spread Man page Source code
spreadIsIn Man page Source code
spreadIsIn.standalone Man page Source code
sstModel Man page Source code
sstModel-package Man page
sstModel_check Man page Source code
sstModel_news Man page Source code
sstRatio Man page Source code
sstRatio.sstOutput Man page Source code
standalone Man page Source code
standaloneExpectedShortfall Man page Source code
standaloneExpectedShortfall.sstOutput Man page Source code
summary.asset Man page Source code
summary.assetForward Man page Source code
summary.cashflow Man page Source code
summary.delta Man page Source code
summary.fxForward Man page Source code
summary.health Man page Source code
summary.healthRisk Man page Source code
summary.liability Man page Source code
summary.life Man page Source code
summary.lifeRisk Man page Source code
summary.marketRisk Man page Source code
summary.nonLifeRisk Man page Source code
summary.participation Man page Source code
summary.participationRisk Man page Source code
summary.portfolio Man page Source code
summary.scenarioRisk Man page Source code
summary.sstModel Man page Source code
summary.sstOutput Man page Source code
summary.standalone Man page Source code
tableToAssetForward Man page Source code
tableToAssets Man page Source code
tableToCashflow Man page Source code
tableToFxForward Man page Source code
tableToLiability Man page Source code
targetCapital Man page Source code
targetCapital.sstOutput Man page Source code
translate Man page Source code
translate.sstOutput Man page Source code
valExpression Man page Source code
valExpression.asset Man page Source code
valExpression.assetForward Man page Source code
valExpression.cashflow Man page Source code
valExpression.delta Man page Source code
valExpression.fxForward Man page Source code
valExpression.health Man page Source code
valExpression.liability Man page Source code
valExpression.life Man page Source code
valFunction Man page Source code
valFunction.asset Man page Source code
valFunction.assetForward Man page Source code
valFunction.cashflow Man page Source code
valFunction.delta Man page Source code
valFunction.fxForward Man page Source code
valFunction.liability Man page Source code
valInfo Man page Source code
valInfo.asset Man page Source code
valInfo.assetForward Man page Source code
valInfo.cashflow Man page Source code
valInfo.delta Man page Source code
valInfo.fxForward Man page Source code
valInfo.health Man page Source code
valInfo.liability Man page Source code
valInfo.life Man page Source code
valueAtRisk Man page Source code
volaToExpectedShortfall Man page Source code
write.sstOutput Man page Source code
sstModel documentation built on May 4, 2018, 1:04 a.m.