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targetCapital.sstOutput

Compute the Target Capital (TC)


Description

targetCapital is a generic S3 method for S3 classes from which target capital can be provided.

Usage

## S3 method for class 'sstOutput'
targetCapital(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 target Capital (TC).

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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