Man pages for sstModel
Swiss Solvency Test (SST) Standard Models
| aggregateRisks | Risk Aggregation Helper |
| asset | Constructing an Asset with Direct Market Price |
| assetForward | Constructing an Index-Forward |
| cashflow | Constructing a Fixed-Income-Asset |
| changeBaseCurrency | Change Covariance Matrix According to Change of Base Currency |
| check | Object Checks |
| check.asset | Checking Consistency of an Asset with Direct Market Price... |
| check.assetForward | Checking Consistency of an Index-Forward with a MarketRisk |
| check.cashflow | Checking Consistency of a Fixed-Income-Asset with a... |
| check.delta | Checking Consistency of a Delta-Normal Remainder Term with a... |
| check.fxForward | Checking Consistency of a FX-Forward with a MarketRisk |
| check.health | Checking Consistency of a Health Delta-Normal Term with a... |
| check.liability | Checking Consistency of an Insurance Liability with a... |
| check.life | Checking Consistency of a Life Delta-Normal Remainder Term... |
| check.macroEconomicScenarios | Checking Macro Economic Scenarios |
| check.nonLifeRisk | Checking Consistency of a nonLifeRisk with a MarketRisk |
| check.participation | Checking Consistency of a Participation with a MarketRisk |
| check.scenarioRisk | Checking Consistency of a ScenarioRisk with a MarketRisk |
| check.standalone | Checking Consistency of a Standalone with a MarketRisk |
| compute | Object Computations |
| computeConstant | Compute The Normalizing Constant for a log-Normal Random... |
| compute.healthRisk | Compute a HealthRisk |
| compute.lifeRisk | Compute a LifeRisk |
| compute.macroEconomicScenarios | Computing Macro Economic Scenarios |
| compute.marketRisk | Compute a MarketRisk |
| compute.nonLifeRisk | Compute a nonLifeRisk |
| compute.participationRisk | Compute a participationRisk |
| compute.scenarioRisk | Compute a ScenarioRisk |
| compute.sstModel | Compute a sstModel |
| conditionalReordering | Conditional Reordering |
| containsHealth | Checks if the object contains a healthRisk. |
| containsHealth.sstOutput | containsHealth Helper |
| containsInsurance | Checks if the object contains a insuranceRisk. |
| containsInsurance.sstOutput | containsInsurance Helper |
| containsLife | Checks if the object contains a lifeRisk. |
| containsLife.sstOutput | containsLife Helper |
| containsMarket | Checks if the object contains a MarketRisk. |
| containsMarket.sstOutput | containsMarket Helper |
| containsNonLife | Checks if the object contains nonLifeRisk. |
| containsNonLife.sstOutput | containsNonLife Helper |
| containsParticipation | Checks if the object contains participation. |
| containsParticipation.sstOutput | containsParticipation Helper |
| containsScenario | Checks if the object contains scenario. |
| containsScenario.sstOutput | containsScenario Helper |
| creditRisk | Credit risk |
| creditRisk.sstOutput | Get Credit Risk from sstOutput |
| currency | Constructing a Currency (FX Exchange Rate Risk Factor) |
| currencyIsIn | Currency in Object? |
| currencyIsIn.standalone | Currency in Standalone? |
| delta | Constructing a Delta-Normal Remainder Term with Respect to... |
| equity | Constructing an Equity (Risk Factor) |
| equityIsIn | Equity in Object? |
| equityIsIn.standalone | Equity in Standalone? |
| excelToSstModel | Parsing an Excel Template to sstModel |
| expectedShortfall | Compute the Expected Shortfall |
| format.asset | Formating an Asset with Direct Market Price |
| format.assetForward | Formating an Index-Forward |
| format.cashflow | Formating a Fixed-Income-Asset |
| format.delta | Formating a Delta-Normal Remainder Term |
| format.fxForward | Formating an FX-Forward |
| format.health | Formating a Health Delta-Normal Term |
| format.healthRisk | Formating a HealhRisk |
| format.liability | Formating an Insurance Liability |
| format.life | Formating a Life Delta-Normal Remainder Term |
| format.lifeRisk | Formating a LifeRisk |
| format.marketRisk | Formating a marketRisk |
| format.nonLifeRisk | Formating a nonLifeRisk |
| format.participation | Formating a Participation |
| format.participationRisk | Formating a ParticipationRisk |
| format.portfolio | Formating a Portfolio |
| format.scenarioRisk | Formating a ScenarioRisk |
| format.sstModel | Formating a sstModel |
| format.sstOutput | Formating a sstOutput |
| format.standalone | Formating a standalone |
| format.summary.portfolio | Formating a Summary of Portfolio |
| format.summary.sstModel | Formating a Summary of sstModel |
| format.summary.sstOutput | Formating a Summary of sstOutput |
| fxForward | Constructing an FX-Forward |
| generateError | Generate error message from an error log |
| generateExpression | Generate an Expression |
| generateExpression.portfolio | Generate the Market Valuation Expression for a Portfolio |
| generateFunction | Generate a Function |
| generateFunction.portfolio | Generate the Market Valuation Function for a Portfolio |
| getCurrencyId | Get A Currency ID |
| getCurrencyId.marketRisk | Get A Currency ID |
| getCurrencyName | Get A Currency Name |
| getCurrencyName.marketRisk | Get A Currency Name |
| getCurrencyScale | Get A Currency Scale |
| getCurrencyScale.marketRisk | Get A Currency Scale |
| getDeltaId | Get A Delta ID |
| getDeltaId.marketRisk | Get A Delta ID |
| getDrbc | Get drbc |
| getDrbc.sstOutput | Get drbc |
| getEquityId | Get An Equity ID |
| getEquityId.marketRisk | Get An Equity ID |
| getEquityName | Get An Equity Name |
| getEquityName.marketRisk | Get An Equity Name |
| getEquityScale | Get An Equity Scale |
| getEquityScale.marketRisk | Get An Equity Scale |
| getHealthId | Get A Health Item ID |
| getHealthQuantile | Get A Health Item Quantile |
| getHealthRisk | Get Health Risk |
| getHealthRisk.sstOutput | Get Health Insurance Risk |
| getInitialFX | Get An Initial FX |
| getInitialFX.marketRisk | Get An Initial FX |
| getInitialRate | Get An Initial Rate |
| getInitialRate.marketRisk | Get An Initial Rate |
| getInitialSpread | Get An Initial Spread |
| getInsuranceRisk | Get Insurance Risk |
| getInsuranceRisk.sstOutput | Get Insurance Risk |
| getLifeId | Get A Life Item ID |
| getLifeId.lifeRisk | Get LifeRisk ID |
| getLifeQuantile | Get A Life Item Quantile |
| getLifeQuantile.lifeRisk | Get LifeRisk Quantiles |
| getLifeRisk | Get Life Risk |
| getLifeRisk.sstOutput | Get Life Insurance Risk |
| getMappingTime | Get A Time Mapping |
| getMappingTime.marketRisk | Get A Time Mapping |
| getMarketParticipationRisk | Get Aggregated Market Risk and Participation |
| getMarketParticipationRisk.sstOutput | Get Aggregated Market and Participation Risk |
| getMarketRisk | Get Market Risk |
| getMarketRisk.sstOutput | Get Market Risk |
| getNonLifeRisk | Get nonLife Risk |
| getNonLifeRisk.sstOutput | Get Non Life Insurance Risk |
| getParticipation | Get Participation |
| getParticipation.sstOutput | Get Participation |
| getRateId | Get A Rate ID |
| getRateId.marketRisk | Get A Rate ID |
| getRateName | Get A Rate Name |
| getRateName.marketRisk | Get A Rate Name |
| getRateScale | Get A Rate Scale |
| getRateScale.marketRisk | Get A Rate Scale |
| getScenarioRisk | Get Scenario Risk |
| getScenarioRisk.sstOutput | Get Scenario Risk |
| getSpreadId | Get A Spread ID |
| getSpreadId.marketRisk | Get A Spread ID |
| getSpreadName | Get A Spread Name |
| getSpreadName.marketRisk | Get A Spread Name |
| getSpreadScale | Get A Spread Scale |
| getSpreadScale.marketRisk | Get A Spread Scale |
| health | Constructing a Health Delta-Normal Term with Respect to... |
| healthRisk | Constructing a HealthRisk |
| initialFX | Constructing initial FX Rates |
| initialRate | Constructing Initial Interest Rates |
| initialSpread | Compute Initial Spread |
| intToGroups | Ordered Vector of Integers to List of consecutive integers |
| is.asset | Assess Class Membership (asset S3 class) |
| is.assetForward | Assess Class Membership (assetForward S3 class) |
| is.cashflow | Assess Class Membership (cashflow S3 class) |
| is.currency | Assess Class Membership (currency S3 class) |
| is.delta | Assess Class Membership (delta S3 class) |
| is.equity | Assess Class Membership (equity S3 class) |
| is.fxForward | Assess Class Membership (fxForward S3 class) |
| is.health | Assess Class Membership (health S3 class) |
| is.healthRisk | Assess Class Membership (healthRisk S3 class) |
| is.insuranceItem | Assess Class Membership (insuranceItem S3 class) |
| is.insuranceRisk | Assess Class Membership (insuranceRisk S3 class) |
| is.item | Assess Class Membership (item S3 class) |
| is.liability | Assess Class Membership (liability S3 class) |
| is.life | Assess Class Membership (life S3 class) |
| is.lifeRisk | Assess Class Membership (lifeRisk S3 class) |
| is.macroEconomicScenarios | Assess Class Membership (macroEconomicScenarios S3 class) |
| is.mappingTable | Assess Class Membership (mappingTable S3 class) |
| is.marketItem | Assess Class Membership (marketItem S3 class) |
| is.marketRisk | Assess Class Membership (marketRisk S3 class) |
| is.nonLifeRisk | Assess Class Membership (nonLifeRisk S3 class) |
| is.participation | Assess Class Membership (participation S3 class) |
| is.participationRisk | Assess Class Membership (standalone S3 class) |
| is.pcRate | Assess Class Membership (pcRate S3 class) |
| is.portfolio | Assess Class Membership (portfolio S3 class) |
| is.rate | Assess Class Membership (rate S3 class) |
| is.risk | Assess Class Membership (risk S3 class) |
| is.riskFactor | Assess Class Membership (riskFactor S3 class) |
| is.scenarioRisk | Assess Class Membership (scenerioRisk S3 class) |
| is.spread | Assess Class Membership (spread S3 class) |
| is.sstModel | Assess Class Membership (sstModel S3 class) |
| is.sstOutput | Assess Class Membership (sstOutput S3 class) |
| is.standalone | Assess Class Membership (standalone S3 class) |
| itemListToExpression | Item List to Valuation Expression Helper |
| itemListToFunction | Item List to Valuation Function Helper |
| keywordToTable | Extract a table from the excel template |
| keywordToTransposedTable | Extract a table from the excel template |
| keywordToValue | Extract a value from the excel template |
| launchDashboard | Launching The Dashboard In A Browser |
| liability | Constructing an Insurance Liability |
| life | Constructing a Life Delta-Normal Remainder Term with Respect... |
| lifeRisk | Constructing a LifeRisk |
| logNormalExpression | Log-Normal Expression Helper |
| macroEconomicScenarios | Constructing Macro Economic Scenarios |
| mappingTable | Constructing a Mapping Table |
| mappingTime | Constructing Time Mappings |
| marketRisk | Constructing a MarketRisk |
| marketValueMargin | Compute the Market Value Margin (MVM) |
| marketValueMargin.sstOutput | Compute the Market Value Margin (MVM) |
| mvmLife | MVM life computation |
| na.rm | Remove Missing Values |
| newtonRaphson | Find roots using Newton-Raphson algorithm |
| nonLifeRisk | Constructing a nonLifeRisk |
| participation | Constructing a Participation |
| participationRisk | Constructing a participationRisk |
| pcRate | Constructing a Principal Component Rate (Risk Factor) |
| portfolio | Constructing a SST Portfolio |
| print.asset | Printing an Asset with Direct Market Price |
| print.assetForward | Printing an Index-Forward |
| print.cashflow | Printing a Fixed-Income-Asset |
| print.delta | Printing a Delta-Normal Remainder Term |
| print.fxForward | Printing an FX-Forward |
| print.health | Printing a Health Delta-Normal Term |
| print.healthRisk | Printing a HealthRisk |
| print.liability | Printing an Insurance Liability |
| print.life | Printing a Life Delta-Normal Remainder Term |
| print.lifeRisk | Printing a LifeRisk |
| print.marketRisk | Printing a marketRisk |
| print.nonLifeRisk | Printing a nonLifeRisk |
| print.participation | Printing a Participation |
| print.participationRisk | Printing a participationRisk |
| print.portfolio | Printing a Portfolio |
| print.scenarioRisk | Printing a ScenarioRisk |
| print.sstModel | Printing a sstModel |
| print.sstOutput | Printing a sstOutput |
| print.standalone | Printing a standalone |
| print.summary.portfolio | Printing a Summary of Portfolio |
| print.summary.sstModel | Printing a Summary of sstModel |
| print.summary.sstOutput | Printing a Summary of sstOutput |
| rate | Constructing a Rate (Risk Factor) |
| rateIsIn | Rate in Object? |
| rateIsIn.standalone | Rate in standalone? |
| removePerfectCorr | Remove Perfectly Correlated Variables |
| riskCapital | Compute the Risk Capital |
| riskCapital.sstOutput | Compute the Risk Capital (RC) |
| riskFactorToExpression | RiskFactor To Expression Helper |
| scenarioRisk | Constructing a scenarioRisk |
| simulate.healthRisk | Simulate from a HealthRisk |
| simulate.lifeRisk | Simulate from a LifeRisk |
| simulate.marketRisk | Simulate from a MarketRisk |
| simulate.nonLifeRisk | Simulate from a nonLifeRisk |
| simulate.participationRisk | Simulate from a participationRisk |
| simulate.scenarioRisk | Simulate from a ScenarioRisk |
| splitComma | Split Characters |
| spread | Constructing a Spread (Risk Factor) |
| spreadIsIn | Spread in Object? |
| spreadIsIn.standalone | Spread in Standalone? |
| sstModel | Constructing an sstModel |
| sstModel_check | Run checks of the packages libraries to check for potential... |
| sstModel_news | Display sstModel R-package News File |
| sstModel-package | Implementation of the Swiss Solvency Test (SST) Standard... |
| sstRatio | Compute the Swiss Solvency Test (SST) Ratio |
| sstRatio.sstOutput | Compute the Swiss Solvency Test (SST) Ratio |
| standalone | Constructing a Standalone Market Risk |
| standaloneExpectedShortfall | Compute expected shortfall for standalone risk by reference |
| standaloneExpectedShortfall.sstOutput | Compute expected shortfall for standalone risk by reference |
| summary.asset | Summarizing an Asset with Direct Market Price |
| summary.assetForward | Summarizing an Index-Forward |
| summary.cashflow | Summarizing a Fixed-Income-Asset |
| summary.delta | Summarizing a Delta-Normal Remainder Term |
| summary.fxForward | Summarizing an FX-Forward |
| summary.health | Summarizing a Health Delta-Normal Term |
| summary.healthRisk | Summarizing a HealthRisk |
| summary.liability | Summarizing an Insurance Liability |
| summary.life | Summarizing a Life Delta-Normal Remainder Term |
| summary.lifeRisk | Summarizing a LifeRisk |
| summary.marketRisk | Summarizing a marketRisk |
| summary.nonLifeRisk | Summarizing a nonLifeRisk |
| summary.participation | Summarizing a Participation |
| summary.participationRisk | Summarizing a participationRisk |
| summary.portfolio | Summarizing a Portfolio |
| summary.scenarioRisk | Summarizing a ScenarioRisk |
| summary.sstModel | Summarizing an sstModel |
| summary.sstOutput | Summarizing a sstOutput |
| summary.standalone | Summarizing a standalone |
| tableToAssetForward | Parsing a table to a list of assetForward |
| tableToAssets | Parsing a table to a list of asset |
| tableToCashflow | Parsing a table to a list of cashflow |
| tableToFxForward | Parsing a table to a list of fxForward |
| tableToLiability | Parsing a table to a list of liability |
| targetCapital | Target Capital |
| targetCapital.sstOutput | Compute the Target Capital (TC) |
| translate | translate |
| translate.sstOutput | Translation of Fields of sstOutput |
| valExpression | Valuation Expression |
| valExpression.asset | Building the Valuation Expression for Asset with Direct... |
| valExpression.assetForward | Building the Valuation Expression for an Index-Forward |
| valExpression.cashflow | Building the Valuation Expression for a Fixed-Income-Asset |
| valExpression.delta | Building the Valuation Expression for a Market Delta-Normal... |
| valExpression.fxForward | Building the Valuation Expression for a FX-Forward Position |
| valExpression.health | Building the Valuation Expression for a Health Item |
| valExpression.liability | Building the Valuation Expression for an Insurance Liability |
| valExpression.life | Building the Valuation Expression for a Life Item |
| valFunction | Valuation Function |
| valFunction.asset | Building the Valuation Function for Asset with Direct Market... |
| valFunction.assetForward | Building the Valuation Function for an Index-Forward |
| valFunction.cashflow | Building the Valuation Function for a Fixed-Income-Asset |
| valFunction.delta | Building the Valuation Function for a Market Delta-Normal... |
| valFunction.fxForward | Building the Valuation Function for a FX-Forward |
| valFunction.liability | Building the Valuation Function for an Insurance Liability... |
| valInfo | Providing Valuation Information |
| valInfo.asset | Providing Valuation Information for Asset with Direct Market... |
| valInfo.assetForward | Providing Information for Index-Forward Valuation from a... |
| valInfo.cashflow | Providing Information for Fixed-Income-Asset Valuation from a... |
| valInfo.delta | Providing Information for Market Delta-Normal Remainder Term... |
| valInfo.fxForward | Providing Information for FX-Forward Valuation from a... |
| valInfo.health | Providing Information for Health Item Valuation from a... |
| valInfo.liability | Providing Information for Insurance Liability Valuation from... |
| valInfo.life | Providing Information for Life Item Valuation from a... |
| valueAtRisk | Compute the Value-at-Risk |
| volaToExpectedShortfall | Transform normal volatility in expected shortfall |
| write.sstOutput | Writing a sstOutput into a fundamental data sheet |
