API for CreditMetrics
Functions for calculating the CreditMetrics risk model
| Global functions | |
|---|---|
| cm.CVaR | Man page |
| cm.cs | Man page |
| cm.gain | Man page |
| cm.hist | Man page |
| cm.matrix | Man page |
| cm.portfolio | Man page |
| cm.quantile | Man page |
| cm.ref | Man page |
| cm.rnorm | Man page |
| cm.rnorm.cor | Man page |
| cm.state | Man page |
| cm.val | Man page |
