mappingTable: Constructing a Mapping Table

In sstModel: Swiss Solvency Test (SST) Standard Models

Description

mappinTable is the constructor for the S3 class mappingTable. It allows to define the market risk factors.

Usage

mappingTable(..., list.arg = F)

Arguments

...	riskFactor objects. Please note that no risk factor name can be chosen among the following reserved words (in that case it would trigger an error): marketRisk lifeRisk healthRisk nonLifeRisk scenarioRisk participationRisk participation marketParticipationRisk asset cashflow liability assetForward fxForward delta
list.arg	a logical value, by default set to FALSE. It allows to use ... argument to pass a list of objects of class riskFactor.

Value

An S3 object, instance of the class mappingTable.

sstModel documentation built on May 2, 2019, 12:16 p.m.