PD-methods: Counterparty Probability of Default
In GCPM: Generalized Credit Portfolio Model
Description
Usage
Arguments
Value
See Also
Description
Get the value of PD, the counterparties default probabilities within the
portfolio (see analyze. Please note, that these PDs are adjusted
because of discretization in order to preserve the expected loss.)
Usage
1
PD(this)
Arguments
this
Object of class GCPM
Value
numeric value of length equal to the number of counterparties
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 value of PD, the counterparties default probabilities within the
portfolio (see analyze. Please note, that these PDs are adjusted
because of discretization in order to preserve the expected loss.)
Usage
1 | PD(this)
|
Arguments
this |
Object of class |
Value
numeric value of length equal to the number of counterparties
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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