sstModel: compute.macroEconomicScenarios – R documentation

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compute.macroEconomicScenarios

Computing Macro Economic Scenarios

Computing Macro Economic Scenarios

## S3 method for class 'macroEconomicScenarios'
compute(object, market.risk, portfolio, ...)

`object`	an S3 object of class economicScenarios.
`market.risk`	an S3 object of class marketRisk.
`portfolio`	an S3 object of class portfolio.
`...`	additional arguments.

a data.table with the macro economic scenario values.

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