LGD-methods: Loss Given Default

Description Usage Arguments Value See Also

Description

Get the values of LGD, defined within the portfolio

Usage

1
LGD(this)

Arguments

this

Object of class GCPM

Value

numeric vector of length equal to number of counterparties

See Also

portfolio.pois


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