check.fxForward

object

<p>S3 object of class marketRisk created using the constructor
<code>marketRisk</code>.</p>

market.risk

<p><code>check</code> is a generic S3 method for S3 classes inheriting
  from item. It is a logical method checking if the item is well defined
  with respect to a risk (i.e. that all information necessary for valuating
  the item is available).</p>

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.

Michael Schmutz

sstModel

Swiss Solvency Test (SST) Standard Models

Loris Michel

Melvin Kianmanesh Rad

Adrien Lamit

 Swiss Financial Market Supervisory Authority FINMA

check.fxForward function

Checking Consistency of a FX-Forward with a MarketRisk — check.fxForward

Checking Consistency of a FX-Forward with a MarketRisk

check.fxForward: Checking Consistency of a FX-Forward with a MarketRisk

Description

Usage

Arguments

Value