solvency2
Native, offline components for insurance solvency calculations under Solvency II, including valuation, technical provisions, market and underwriting risks, capital aggregation, own funds, groups and archived reporting checks. Provides explicit dated rule profiles, regulatory parameters, correlation matrices, synthetic reference cases, local discount curve adapters and traceable analyst overrides. Implements components of Directive 2009/138/EC, European Parliament and Council (2009) <https://eur-lex.europa.eu/eli/dir/2009/138/oj>, and Delegated Regulation (EU) 2015/35, European Commission (2014) <https://eur-lex.europa.eu/eli/reg_del/2015/35/oj>. Users provide portfolio inputs, market observations and model results; no network connection or 'Python' runtime is required.
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