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check.standalone

Checking Consistency of a Standalone with a MarketRisk


Description

check is a generic S3 method for classes inheriting from item. It is a logical method checking if the item is well defined with respect to a risk (i.e. that all information necessary for valuating the item is available).

Usage

## S3 method for class 'standalone'
check(object, market.risk, ...)

Arguments

object

S3 object of class standalone.

market.risk

S3 object of class marketRisk created using the constructor marketRisk.

...

additional arguments.

Value

a logical value, is the standalone consistent with the marketRisk?

See Also


sstModel

Swiss Solvency Test (SST) Standard Models

v1.0.0
GPL-3 + file LICENSE
Authors
Loris Michel [aut], Melvin Kianmanesh Rad [aut], Adrien Lamit [aut], Michael Schmutz [cre], Swiss Financial Market Supervisory Authority FINMA [cph]
Initial release

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