changeBaseCurrency

matrix value corresponding to the covariance matrix of base risk factors. This
matrix should have an attribute named "base.currency" indicating the actual base currency in
which the covariance matrix is expressed.

cov.mat

S3 object of class mappingTable that should be coherent with the <code>cov.mat</code>.

mapping.table

character value of length one indicating the new base currency, this should exists
in the <code>mapping.table</code>.

target.currency

data.frame indicating the mapping towards new name in the covariance
matrix and in the mapping.table for the new fx rate with two columns:<ul>
<li><code>old.name</code>: the names of the old risk factors in the covariance matrix.</li>
<li><code>new.name</code>: the new names of these risk factors.</li>
</ul>

mapping.name

This function allow to change the base risk factor covariance matrix according
 to a change of base currency, the function also update the mapping.table and ask the user
 to provide new names for the new fx base risks.

Framework for the implementation of solvency related computations based on
standard models for the Swiss Solvency Test (SST), a risk-based capital standard for Swiss
insurance companies. Allows Monte Carlo simulation of market risk, some insurance risks and
their aggregation. Additional toolbox for preprocessing computations. Convenient 'shiny' GUI
combined with a parser for an input 'excel' (.xlsx) template to simplify model configuration,
data fill-in and results visualization.

changeBaseCurrency: Change Covariance Matrix According to Change of Base Currency

Description

Usage

Arguments

Value