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Solvency_II_Spread_Risk_Capital_Charge

Python script for calculating the spread risk solvency capital charge ("SCR") for a bond portfolio under Solvency II (along the standard formula)

How to download and setup Solvency_II_Spread_Risk_Capital_Charge

Open terminal and run command
git clone https://github.com/MBKraus/Solvency_II_Spread_Risk_Capital_Charge.git
git clone is used to create a copy or clone of Solvency_II_Spread_Risk_Capital_Charge repositories. You pass git clone a repository URL.
it supports a few different network protocols and corresponding URL formats.

Also you may download zip file with Solvency_II_Spread_Risk_Capital_Charge https://github.com/MBKraus/Solvency_II_Spread_Risk_Capital_Charge/archive/master.zip

Or simply clone Solvency_II_Spread_Risk_Capital_Charge with SSH
[email protected]:MBKraus/Solvency_II_Spread_Risk_Capital_Charge.git

If you have some problems with Solvency_II_Spread_Risk_Capital_Charge

You may open issue on Solvency_II_Spread_Risk_Capital_Charge support forum (system) here: https://github.com/MBKraus/Solvency_II_Spread_Risk_Capital_Charge/issues