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Implementation of the Smith-Wilson yield curve fitting algorithm in Python for interpolations and extrapolations of zero-coupon bond rates
Python script for calculating the (type I) equity risk solvency capital charge ("SCR") under Solvency II
All Jupyter Notebooks implemented by Open Source Modelling in one place.
Validation checks for EIOPA technical submissions written and documented in Jupyter notebooks.
Example of recalculation of the EIOPA RFR curve.
Implementazione dell'algoritmo Smith & Wilson per l'interpolazione e/o l'estrapolazione dei tassi di interesse mancanti in Python.
Binaries T4U with Unified DPM Database for Solvency II and Pension Funds Reporting