Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

summary.sstOutput

Summarizing a sstOutput


Description

summary method for S3 class sstOutput.

Usage

## S3 method for class 'sstOutput'
summary(object, ...)

Arguments

object

S3 object of class sstOutput.

...

additional arguments to be passed to marketValueMargin, riskCapital, targetCapital, sstRatio, expectedShortfall. It allows to modify parameters nhmr for market value margin computations, alpha and sup for all expected shortfall computations with expectedShortfall.

Value

an S3 object, instance of class c("summaryDefault", "table").

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

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.