default-methods: Default Distribution
In GCPM: Generalized Credit Portfolio Model
Description
Usage
Arguments
Value
See Also
Description
Get the default distribution of each portfolio position. Using “Poisson”
as default distribution one can simulate the standard CR+ model or group
smaller counterparties into a pool and simulate their defaults.
Usage
1
default(this)
Arguments
this
Object of class GCPM
Value
character of length equal to number of portfolio positions
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 default distribution of each portfolio position. Using “Poisson” as default distribution one can simulate the standard CR+ model or group smaller counterparties into a pool and simulate their defaults.
Usage
1 | default(this)
|
Arguments
this |
Object of class |
Value
character of length equal to number of portfolio positions
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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