EAD-methods: Exposure at Default

Description Usage Arguments Value See Also

Description

Get the counterparties' exposure at default defined in the portfolio data.

Usage

1
  EAD(this)

Arguments

this

Object of class GCPM

Value

numeric value of length equal to the number of counterparties

See Also

portfolio.pois


GCPM documentation built on May 1, 2019, 8:50 p.m.