SD.cont-methods: Risk Contributions to Portfolio Standard Deviation

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 29, 2017, 11:49 a.m.

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