export-methods: Export Main Results

In GCPM: Generalized Credit Portfolio Model

Description

This method provides an easy way to export the main results of the portfolio (i.e. after running analyze). A summary file and the portfolio loss distribution (PDF and CDF) are exported to path.out. With the help of file.format one can specify the csv format (“csv1” or “csv2”). If a vector alpha of loss levels is specified, risk contributions to EC, VaR and ES are also exported according to level(s) alpha.

Usage

export(this,path.out,file.format,alpha)

Arguments

this	Object of class GCPM
path.out	string specifying the output path
file.format	string specifying the file format (i.e “csv1” or “csv2”)
alpha	numeric vector with loss levels between 0 and 1

GCPM documentation built on May 1, 2019, 8:50 p.m.