SolvencyII_SCRSFTermStructureStressedRate
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Function Description
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”.
See Nematrian
Solvency II Tools for further details.
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