SolvencyII_SCRSFMktStressNames
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Function Description
Returns an array containing Stress Names to which the
correlations extracted by MnSolvencyII_SCRSFMktCorrs
apply, for a recognised StressSetName. Recognised StressSetNames
are given by MnSolvencyII_SCRSFStressSetNames.
See also Nematrian Solvency II
Tools.
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Output type / Parameter details
Output type: String()
Parameter Name | Variable Type | Description |
StressSetName | String | Name of StressSet to which results are applicable |
Links to:
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Interactively run function
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Interactive instructions
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Example calculation
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Output type / Parameter details
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Illustrative spreadsheet
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Other Solvency II functions
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Computation units used
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