setRiskParamsScenariosdefSpr: setRiskParamsScenariosdefSpr method
In ESG: A Package for Asset Projection
setRiskParamsScenariosdefSpr R Documentation
setRiskParamsScenariosdefSpr method
Description
Set risk parameters related to default spread in a
Scenarios object (these parameters are contained in a
[ParamsScenarios] sub-object)
Arguments
volDefault
Volatility for LMN model
defaultSpread0
Initial default spread for LMN
model
alpha
alpha for LMN model
beta
beta Volatility for LMN model
ESG documentation built on Aug. 29, 2023, 5:08 p.m.
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| setRiskParamsScenariosdefSpr | R Documentation |
setRiskParamsScenariosdefSpr method
Description
Set risk parameters related to default spread in a
Scenarios object (these parameters are contained in a
[ParamsScenarios] sub-object)
Arguments
volDefault |
Volatility for LMN model |
defaultSpread0 |
Initial default spread for LMN model |
alpha |
alpha for LMN model |
beta |
beta Volatility for LMN model |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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