EC-methods: Economic Capital

Description Usage Arguments Value

Description

Get the value of economic capital for the portfolio on level(s) alpha

Usage

1
EC(this,alpha)

Arguments

this

Object of class GCPM

alpha

numeric vector of loss levels between 0 and 1

Value

numeric vector of length equal to length(alpha).


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