[this page | pdf | references | back links | custom searches]
Returns the stressed interest rate applicable by applying a
given Stress (as defined by StressName) to a cash flow payable at time t
from now, assuming that the unstressed interest rate is r. Proposed
(term dependent) factor has changed during consultation process, so table
returned varies according to choice of StressSetName, see MnSolvencyII_SCRSFStressSetNames
and according to whether the stress direction is “up” or “down”.
Solvency II Tools for further details.
Contents | Prev | Next
Interactively run function
Output type / Parameter details
Other Solvency II functions
Computation units used
Note: If you use any Nematrian web service either programmatically or interactively then you will be deemed to have agreed to the Nematrian website License Agreement