Man pages for sstModel
Swiss Solvency Test (SST) Standard Models

aggregateRisksRisk Aggregation Helper
assetConstructing an Asset with Direct Market Price
assetForwardConstructing an Index-Forward
cashflowConstructing a Fixed-Income-Asset
changeBaseCurrencyChange Covariance Matrix According to Change of Base Currency
checkObject Checks
check.assetChecking Consistency of an Asset with Direct Market Price...
check.assetForwardChecking Consistency of an Index-Forward with a MarketRisk
check.cashflowChecking Consistency of a Fixed-Income-Asset with a...
check.deltaChecking Consistency of a Delta-Normal Remainder Term with a...
check.fxForwardChecking Consistency of a FX-Forward with a MarketRisk
check.healthChecking Consistency of a Health Delta-Normal Term with a...
check.liabilityChecking Consistency of an Insurance Liability with a...
check.lifeChecking Consistency of a Life Delta-Normal Remainder Term...
check.macroEconomicScenariosChecking Macro Economic Scenarios
check.nonLifeRiskChecking Consistency of a nonLifeRisk with a MarketRisk
check.participationChecking Consistency of a Participation with a MarketRisk
check.scenarioRiskChecking Consistency of a ScenarioRisk with a MarketRisk
check.standaloneChecking Consistency of a Standalone with a MarketRisk
computeObject Computations
computeConstantCompute The Normalizing Constant for a log-Normal Random...
compute.healthRiskCompute a HealthRisk
compute.lifeRiskCompute a LifeRisk
compute.macroEconomicScenariosComputing Macro Economic Scenarios
compute.marketRiskCompute a MarketRisk
compute.nonLifeRiskCompute a nonLifeRisk
compute.participationRiskCompute a participationRisk
compute.scenarioRiskCompute a ScenarioRisk
compute.sstModelCompute a sstModel
conditionalReorderingConditional Reordering
containsHealthChecks if the object contains a healthRisk.
containsHealth.sstOutputcontainsHealth Helper
containsInsuranceChecks if the object contains a insuranceRisk.
containsInsurance.sstOutputcontainsInsurance Helper
containsLifeChecks if the object contains a lifeRisk.
containsLife.sstOutputcontainsLife Helper
containsMarketChecks if the object contains a MarketRisk.
containsMarket.sstOutputcontainsMarket Helper
containsNonLifeChecks if the object contains nonLifeRisk.
containsNonLife.sstOutputcontainsNonLife Helper
containsParticipationChecks if the object contains participation.
containsParticipation.sstOutputcontainsParticipation Helper
containsScenarioChecks if the object contains scenario.
containsScenario.sstOutputcontainsScenario Helper
creditRiskCredit risk
creditRisk.sstOutputGet Credit Risk from sstOutput
currencyConstructing a Currency (FX Exchange Rate Risk Factor)
currencyIsInCurrency in Object?
currencyIsIn.standaloneCurrency in Standalone?
deltaConstructing a Delta-Normal Remainder Term with Respect to...
equityConstructing an Equity (Risk Factor)
equityIsInEquity in Object?
equityIsIn.standaloneEquity in Standalone?
excelToSstModelParsing an Excel Template to sstModel
expectedShortfallCompute the Expected Shortfall
format.assetFormating an Asset with Direct Market Price
format.assetForwardFormating an Index-Forward
format.cashflowFormating a Fixed-Income-Asset
format.deltaFormating a Delta-Normal Remainder Term
format.fxForwardFormating an FX-Forward
format.healthFormating a Health Delta-Normal Term
format.healthRiskFormating a HealhRisk
format.liabilityFormating an Insurance Liability
format.lifeFormating a Life Delta-Normal Remainder Term
format.lifeRiskFormating a LifeRisk
format.marketRiskFormating a marketRisk
format.nonLifeRiskFormating a nonLifeRisk
format.participationFormating a Participation
format.participationRiskFormating a ParticipationRisk
format.portfolioFormating a Portfolio
format.scenarioRiskFormating a ScenarioRisk
format.sstModelFormating a sstModel
format.sstOutputFormating a sstOutput
format.standaloneFormating a standalone
format.summary.portfolioFormating a Summary of Portfolio
format.summary.sstModelFormating a Summary of sstModel
format.summary.sstOutputFormating a Summary of sstOutput
fxForwardConstructing an FX-Forward
generateErrorGenerate error message from an error log
generateExpressionGenerate an Expression
generateExpression.portfolioGenerate the Market Valuation Expression for a Portfolio
generateFunctionGenerate a Function
generateFunction.portfolioGenerate the Market Valuation Function for a Portfolio
getCurrencyIdGet A Currency ID
getCurrencyId.marketRiskGet A Currency ID
getCurrencyNameGet A Currency Name
getCurrencyName.marketRiskGet A Currency Name
getCurrencyScaleGet A Currency Scale
getCurrencyScale.marketRiskGet A Currency Scale
getDeltaIdGet A Delta ID
getDeltaId.marketRiskGet A Delta ID
getDrbcGet drbc
getDrbc.sstOutputGet drbc
getEquityIdGet An Equity ID
getEquityId.marketRiskGet An Equity ID
getEquityNameGet An Equity Name
getEquityName.marketRiskGet An Equity Name
getEquityScaleGet An Equity Scale
getEquityScale.marketRiskGet An Equity Scale
getHealthIdGet A Health Item ID
getHealthQuantileGet A Health Item Quantile
getHealthRiskGet Health Risk
getHealthRisk.sstOutputGet Health Insurance Risk
getInitialFXGet An Initial FX
getInitialFX.marketRiskGet An Initial FX
getInitialRateGet An Initial Rate
getInitialRate.marketRiskGet An Initial Rate
getInitialSpreadGet An Initial Spread
getInsuranceRiskGet Insurance Risk
getInsuranceRisk.sstOutputGet Insurance Risk
getLifeIdGet A Life Item ID
getLifeId.lifeRiskGet LifeRisk ID
getLifeQuantileGet A Life Item Quantile
getLifeQuantile.lifeRiskGet LifeRisk Quantiles
getLifeRiskGet Life Risk
getLifeRisk.sstOutputGet Life Insurance Risk
getMappingTimeGet A Time Mapping
getMappingTime.marketRiskGet A Time Mapping
getMarketParticipationRiskGet Aggregated Market Risk and Participation
getMarketParticipationRisk.sstOutputGet Aggregated Market and Participation Risk
getMarketRiskGet Market Risk
getMarketRisk.sstOutputGet Market Risk
getNonLifeRiskGet nonLife Risk
getNonLifeRisk.sstOutputGet Non Life Insurance Risk
getParticipationGet Participation
getParticipation.sstOutputGet Participation
getRateIdGet A Rate ID
getRateId.marketRiskGet A Rate ID
getRateNameGet A Rate Name
getRateName.marketRiskGet A Rate Name
getRateScaleGet A Rate Scale
getRateScale.marketRiskGet A Rate Scale
getScenarioRiskGet Scenario Risk
getScenarioRisk.sstOutputGet Scenario Risk
getSpreadIdGet A Spread ID
getSpreadId.marketRiskGet A Spread ID
getSpreadNameGet A Spread Name
getSpreadName.marketRiskGet A Spread Name
getSpreadScaleGet A Spread Scale
getSpreadScale.marketRiskGet A Spread Scale
healthConstructing a Health Delta-Normal Term with Respect to...
healthRiskConstructing a HealthRisk
initialFXConstructing initial FX Rates
initialRateConstructing Initial Interest Rates
initialSpreadCompute Initial Spread
intToGroupsOrdered Vector of Integers to List of consecutive integers
is.assetAssess Class Membership (asset S3 class)
is.assetForwardAssess Class Membership (assetForward S3 class)
is.cashflowAssess Class Membership (cashflow S3 class)
is.currencyAssess Class Membership (currency S3 class)
is.deltaAssess Class Membership (delta S3 class)
is.equityAssess Class Membership (equity S3 class)
is.fxForwardAssess Class Membership (fxForward S3 class)
is.healthAssess Class Membership (health S3 class)
is.healthRiskAssess Class Membership (healthRisk S3 class)
is.insuranceItemAssess Class Membership (insuranceItem S3 class)
is.insuranceRiskAssess Class Membership (insuranceRisk S3 class)
is.itemAssess Class Membership (item S3 class)
is.liabilityAssess Class Membership (liability S3 class)
is.lifeAssess Class Membership (life S3 class)
is.lifeRiskAssess Class Membership (lifeRisk S3 class)
is.macroEconomicScenariosAssess Class Membership (macroEconomicScenarios S3 class)
is.mappingTableAssess Class Membership (mappingTable S3 class)
is.marketItemAssess Class Membership (marketItem S3 class)
is.marketRiskAssess Class Membership (marketRisk S3 class)
is.nonLifeRiskAssess Class Membership (nonLifeRisk S3 class)
is.participationAssess Class Membership (participation S3 class)
is.participationRiskAssess Class Membership (standalone S3 class)
is.pcRateAssess Class Membership (pcRate S3 class)
is.portfolioAssess Class Membership (portfolio S3 class)
is.rateAssess Class Membership (rate S3 class)
is.riskAssess Class Membership (risk S3 class)
is.riskFactorAssess Class Membership (riskFactor S3 class)
is.scenarioRiskAssess Class Membership (scenerioRisk S3 class)
is.spreadAssess Class Membership (spread S3 class)
is.sstModelAssess Class Membership (sstModel S3 class)
is.sstOutputAssess Class Membership (sstOutput S3 class)
is.standaloneAssess Class Membership (standalone S3 class)
itemListToExpressionItem List to Valuation Expression Helper
itemListToFunctionItem List to Valuation Function Helper
keywordToTableExtract a table from the excel template
keywordToTransposedTableExtract a table from the excel template
keywordToValueExtract a value from the excel template
launchDashboardLaunching The Dashboard In A Browser
liabilityConstructing an Insurance Liability
lifeConstructing a Life Delta-Normal Remainder Term with Respect...
lifeRiskConstructing a LifeRisk
logNormalExpressionLog-Normal Expression Helper
macroEconomicScenariosConstructing Macro Economic Scenarios
mappingTableConstructing a Mapping Table
mappingTimeConstructing Time Mappings
marketRiskConstructing a MarketRisk
marketValueMarginCompute the Market Value Margin (MVM)
marketValueMargin.sstOutputCompute the Market Value Margin (MVM)
mvmLifeMVM life computation
na.rmRemove Missing Values
newtonRaphsonFind roots using Newton-Raphson algorithm
nonLifeRiskConstructing a nonLifeRisk
participationConstructing a Participation
participationRiskConstructing a participationRisk
pcRateConstructing a Principal Component Rate (Risk Factor)
portfolioConstructing a SST Portfolio
print.assetPrinting an Asset with Direct Market Price
print.assetForwardPrinting an Index-Forward
print.cashflowPrinting a Fixed-Income-Asset
print.deltaPrinting a Delta-Normal Remainder Term
print.fxForwardPrinting an FX-Forward
print.healthPrinting a Health Delta-Normal Term
print.healthRiskPrinting a HealthRisk
print.liabilityPrinting an Insurance Liability
print.lifePrinting a Life Delta-Normal Remainder Term
print.lifeRiskPrinting a LifeRisk
print.marketRiskPrinting a marketRisk
print.nonLifeRiskPrinting a nonLifeRisk
print.participationPrinting a Participation
print.participationRiskPrinting a participationRisk
print.portfolioPrinting a Portfolio
print.scenarioRiskPrinting a ScenarioRisk
print.sstModelPrinting a sstModel
print.sstOutputPrinting a sstOutput
print.standalonePrinting a standalone
print.summary.portfolioPrinting a Summary of Portfolio
print.summary.sstModelPrinting a Summary of sstModel
print.summary.sstOutputPrinting a Summary of sstOutput
rateConstructing a Rate (Risk Factor)
rateIsInRate in Object?
rateIsIn.standaloneRate in standalone?
removePerfectCorrRemove Perfectly Correlated Variables
riskCapitalCompute the Risk Capital
riskCapital.sstOutputCompute the Risk Capital (RC)
riskFactorToExpressionRiskFactor To Expression Helper
scenarioRiskConstructing a scenarioRisk
simulate.healthRiskSimulate from a HealthRisk
simulate.lifeRiskSimulate from a LifeRisk
simulate.marketRiskSimulate from a MarketRisk
simulate.nonLifeRiskSimulate from a nonLifeRisk
simulate.participationRiskSimulate from a participationRisk
simulate.scenarioRiskSimulate from a ScenarioRisk
splitCommaSplit Characters
spreadConstructing a Spread (Risk Factor)
spreadIsInSpread in Object?
spreadIsIn.standaloneSpread in Standalone?
sstModelConstructing an sstModel
sstModel_checkRun checks of the packages libraries to check for potential...
sstModel_newsDisplay sstModel R-package News File
sstModel-packageImplementation of the Swiss Solvency Test (SST) Standard...
sstRatioCompute the Swiss Solvency Test (SST) Ratio
sstRatio.sstOutputCompute the Swiss Solvency Test (SST) Ratio
standaloneConstructing a Standalone Market Risk
standaloneExpectedShortfallCompute expected shortfall for standalone risk by reference
standaloneExpectedShortfall.sstOutputCompute expected shortfall for standalone risk by reference
summary.assetSummarizing an Asset with Direct Market Price
summary.assetForwardSummarizing an Index-Forward
summary.cashflowSummarizing a Fixed-Income-Asset
summary.deltaSummarizing a Delta-Normal Remainder Term
summary.fxForwardSummarizing an FX-Forward
summary.healthSummarizing a Health Delta-Normal Term
summary.healthRiskSummarizing a HealthRisk
summary.liabilitySummarizing an Insurance Liability
summary.lifeSummarizing a Life Delta-Normal Remainder Term
summary.lifeRiskSummarizing a LifeRisk
summary.marketRiskSummarizing a marketRisk
summary.nonLifeRiskSummarizing a nonLifeRisk
summary.participationSummarizing a Participation
summary.participationRiskSummarizing a participationRisk
summary.portfolioSummarizing a Portfolio
summary.scenarioRiskSummarizing a ScenarioRisk
summary.sstModelSummarizing an sstModel
summary.sstOutputSummarizing a sstOutput
summary.standaloneSummarizing a standalone
tableToAssetForwardParsing a table to a list of assetForward
tableToAssetsParsing a table to a list of asset
tableToCashflowParsing a table to a list of cashflow
tableToFxForwardParsing a table to a list of fxForward
tableToLiabilityParsing a table to a list of liability
targetCapitalTarget Capital
targetCapital.sstOutputCompute the Target Capital (TC)
translatetranslate
translate.sstOutputTranslation of Fields of sstOutput
valExpressionValuation Expression
valExpression.assetBuilding the Valuation Expression for Asset with Direct...
valExpression.assetForwardBuilding the Valuation Expression for an Index-Forward
valExpression.cashflowBuilding the Valuation Expression for a Fixed-Income-Asset
valExpression.deltaBuilding the Valuation Expression for a Market Delta-Normal...
valExpression.fxForwardBuilding the Valuation Expression for a FX-Forward Position
valExpression.healthBuilding the Valuation Expression for a Health Item
valExpression.liabilityBuilding the Valuation Expression for an Insurance Liability
valExpression.lifeBuilding the Valuation Expression for a Life Item
valFunctionValuation Function
valFunction.assetBuilding the Valuation Function for Asset with Direct Market...
valFunction.assetForwardBuilding the Valuation Function for an Index-Forward
valFunction.cashflowBuilding the Valuation Function for a Fixed-Income-Asset
valFunction.deltaBuilding the Valuation Function for a Market Delta-Normal...
valFunction.fxForwardBuilding the Valuation Function for a FX-Forward
valFunction.liabilityBuilding the Valuation Function for an Insurance Liability...
valInfoProviding Valuation Information
valInfo.assetProviding Valuation Information for Asset with Direct Market...
valInfo.assetForwardProviding Information for Index-Forward Valuation from a...
valInfo.cashflowProviding Information for Fixed-Income-Asset Valuation from a...
valInfo.deltaProviding Information for Market Delta-Normal Remainder Term...
valInfo.fxForwardProviding Information for FX-Forward Valuation from a...
valInfo.healthProviding Information for Health Item Valuation from a...
valInfo.liabilityProviding Information for Insurance Liability Valuation from...
valInfo.lifeProviding Information for Life Item Valuation from a...
valueAtRiskCompute the Value-at-Risk
volaToExpectedShortfallTransform normal volatility in expected shortfall
write.sstOutputWriting a sstOutput into a fundamental data sheet
sstModel documentation built on May 4, 2018, 1:04 a.m.