EL.analyt-methods: Expected Loss (analytical)
In GCPM: Generalized Credit Portfolio Model
Description
Usage
Arguments
Value
See Also
Description
Get the expected loss (EL) calculated from the portfolio data. Because of the
discretization and/or simulation errors, this is not equal to the EL calculated
from the portfolio loss distribution (see EL).
Usage
1
EL.analyt(this)
Arguments
this
Object of class GCPM
Value
numeric value of length 1
See Also
GCPM documentation built on May 1, 2019, 8:50 p.m.
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Description Usage Arguments Value See Also
Description
Get the expected loss (EL) calculated from the portfolio data. Because of the
discretization and/or simulation errors, this is not equal to the EL calculated
from the portfolio loss distribution (see EL).
Usage
1 | EL.analyt(this)
|
Arguments
this |
Object of class |
Value
numeric value of length 1
See Also
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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