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

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


Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.