sstModel: itemListToExpression – R documentation

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itemListToExpression

Item List to Valuation Expression Helper

helper function to convert a list of market.items to an aggregated valuation expression.

itemListToExpression(item.list, market.item.types, market.risk,
  standalone = NULL)

`item.list`	a list of marketItem S3 objects.
`market.item.types`	a character value representing a subset of marketItem classes.
`market.risk`	a marketRisk S3 object.
`standalone`	an S3 object of class standalone.

a character value representing the aggregated valuation expression.

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