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SolvencyII_SCRSFNonLifeCorrs

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Function Description

Returns an array containing correlation coefficients applicable to the market risk sub-module of the Solvency II standard formula SCR calculation. If there are  different stress names then is an array with  terms, ordered consistently with the ordering of the stress names given by MnSolvencyII_SCRSFNonLifeStressNames.

 


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Output type / Parameter details

Output type: Double()
Parameter NameVariable TypeDescription
StressSetNameStringName of StressSet to which results are applicable

Links to:

-          Interactively run function

-          Interactive instructions

-          Example calculation

-          Output type / Parameter details

-          Illustrative spreadsheet

-          Other Solvency II functions

-          Computation units used


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