SD.cont-methods: Risk Contributions to Portfolio Standard Deviation
In GCPM: Generalized Credit Portfolio Model
Description
Usage
Arguments
Value
Description
Get the counterparties' contributions to portfolio standard deviation
(see GCPM-class). These values are only available in case of an
analytical model.
Usage
1
SD.cont(this)
Arguments
this
Object of class GCPM
Value
numeric value of length equal to number of counterparties
GCPM documentation built on May 1, 2019, 8:50 p.m.
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Description Usage Arguments Value
Description
Get the counterparties' contributions to portfolio standard deviation
(see GCPM-class). These values are only available in case of an
analytical model.
Usage
1 | SD.cont(this)
|
Arguments
this |
Object of class |
Value
numeric value of length equal to number of counterparties
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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