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sstRatio.sstOutput

Compute the Swiss Solvency Test (SST) Ratio


Description

S3 generic method to compute the sst ratio.

Usage

## S3 method for class 'sstOutput'
sstRatio(object, with.scenario = F, ...)

Arguments

object

S3 object of class sstOutput.

with.scenario

logical value of length one. Should the target capital be compute with scenario risk also?

...

additional parameters to be passed on to marketValueMargin and riskCapital.

Value

a numeric value. The Swiss Solvency Test Ratio.

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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