Manually generate and sign assertions
First of all you should create an instance of TElSAMLAssertionElement. If an assertion needs to be signed then you should create an instance of TElSAMLSignatureHandler, set its Certificate property to a signing certificate object and then assign this handler to TElSAMLAssertionElement.Handler property. Remember that the certificate must have an associated private key in it (TElX509Certificate.PrivateKeyExists property must be true).
Assertion properties should be assigned before the assertion is saved using TElSAMLAssertionElement.SaveToXML() method.