crp.CSFP
CreditRisk+ Portfolio Model

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Search the crp.CSFP package
Vignettes
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550
Source code
2
Man pages
119
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crp.CSFP: CreditRisk+ Portfolio Model
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API

API for crp.CSFP
CreditRisk+ Portfolio Model

Global functions
B Man page
B,crp.CSFP-method Man page
B-methods Man page
CDF Man page
CDF,crp.CSFP-method Man page
CDF-methods Man page
CP.NR Man page
CP.NR,crp.CSFP-method Man page
CP.NR-methods Man page
CP.NR<- Man page
CP.NR<-,crp.CSFP,numeric-method Man page
CP.NR<--methods Man page
CP.rating Man page
CP.rating,crp.CSFP-method Man page
CP.rating-methods Man page
CP.rating<- Man page
CP.rating<-,crp.CSFP,numeric-method Man page
CP.rating<--methods Man page
EC Man page
EC,crp.CSFP-method Man page
EC-methods Man page
EL Man page
EL,crp.CSFP-method Man page
EL-methods Man page
EL.crp Man page
EL.crp,crp.CSFP-method Man page
EL.crp-methods Man page
ES Man page
ES,crp.CSFP-method Man page
ES-methods Man page
ES.cont Man page
ES.cont,crp.CSFP-method Man page
ES.cont-methods Man page
ES.tau.cont Man page
ES.tau.cont,crp.CSFP-method Man page
ES.tau.cont-methods Man page
LGD Man page
LGD,crp.CSFP-method Man page
LGD-methods Man page
LGD<- Man page
LGD<-,crp.CSFP,numeric-method Man page
LGD<--methods Man page
M Man page
M,crp.CSFP-method Man page
M-methods Man page
NC Man page
NC,crp.CSFP-method Man page
NC-methods Man page
NEX Man page
NEX,crp.CSFP-method Man page
NEX-methods Man page
NEX<- Man page
NEX<-,crp.CSFP,numeric-method Man page
NEX<--methods Man page
NS Man page
NS,crp.CSFP-method Man page
NS-methods Man page
Niter.max Man page
Niter.max,crp.CSFP-method Man page
Niter.max-methods Man page
Niter.max<- Man page
Niter.max<-,crp.CSFP,numeric-method Man page
Niter.max<--methods Man page
PD Man page
PD,crp.CSFP-method Man page
PD-methods Man page
PD.crp Man page
PD.crp,crp.CSFP-method Man page
PD.crp-methods Man page
PDF Man page
PDF,crp.CSFP-method Man page
PDF-methods Man page
PL Man page
PL,crp.CSFP-method Man page
PL-methods Man page
PL.crp Man page
PL.crp,crp.CSFP-method Man page
PL.crp-methods Man page
PLOT.PDF Man page
PLOT.PDF,crp.CSFP-method Man page
PLOT.PDF-methods Man page
PLOT.PDF<- Man page
PLOT.PDF<-,crp.CSFP,logical-method Man page
PLOT.PDF<--methods Man page
PLOT.range.x Man page
PLOT.range.x,crp.CSFP-method Man page
PLOT.range.x-methods Man page
PLOT.range.x<- Man page
PLOT.range.x<-,crp.CSFP,numeric-method Man page
PLOT.range.x<--methods Man page
PLOT.range.y Man page
PLOT.range.y,crp.CSFP-method Man page
PLOT.range.y-methods Man page
PLOT.range.y<- Man page
PLOT.range.y<-,crp.CSFP,numeric-method Man page
PLOT.range.y<--methods Man page
PLOT.scale Man page
PLOT.scale,crp.CSFP-method Man page
PLOT.scale-methods Man page
PLOT.scale<- Man page
PLOT.scale<-,crp.CSFP,numeric-method Man page
PLOT.scale<--methods Man page
SD Man page
SD,crp.CSFP-method Man page
SD-methods Man page
SD.cont Man page
SD.cont,crp.CSFP-method Man page
SD.cont-methods Man page
SD.crp Man page
SD.crp,crp.CSFP-method Man page
SD.crp-methods Man page
VaR Man page
VaR,crp.CSFP-method Man page
VaR-methods Man page
VaR.cont Man page
VaR.cont,crp.CSFP-method Man page
VaR.cont-methods Man page
VaR.pos Man page
VaR.pos,crp.CSFP-method Man page
VaR.pos-methods Man page
W Man page
W,crp.CSFP-method Man page
W-methods Man page
W<- Man page
W<-,crp.CSFP,numeric-method Man page
W<--methods Man page
a Man page
a,crp.CSFP-method Man page
a-methods Man page
alpha Man page
alpha,crp.CSFP-method Man page
alpha-methods Man page
alpha.crp Man page
alpha.crp,crp.CSFP-method Man page
alpha.crp-methods Man page
alpha.max Man page
alpha.max,crp.CSFP-method Man page
alpha.max-methods Man page
alpha.max<- Man page
alpha.max<-,crp.CSFP,numeric-method Man page
alpha.max<--methods Man page
alpha<- Man page
alpha<-,crp.CSFP,numeric-method Man page
alpha<--methods Man page
calc.portfolio.statistics Man page
calc.portfolio.statistics,crp.CSFP-method Man page
calc.portfolio.statistics-methods Man page
calc.rc Man page
calc.rc,crp.CSFP-method Man page
calc.rc-methods Man page
calc.rc<- Man page
calc.rc<-,crp.CSFP,logical-method Man page
calc.rc<--methods Man page
changes.calc.portfolio.statistics Man page
changes.calc.portfolio.statistics,crp.CSFP-method Man page
changes.calc.portfolio.statistics-methods Man page
changes.export Man page
changes.export,crp.CSFP-method Man page
changes.export-methods Man page
changes.loss Man page
changes.loss,crp.CSFP-method Man page
changes.loss-methods Man page
changes.measure Man page
changes.measure,crp.CSFP-method Man page
changes.measure-methods Man page
changes.plausi Man page
changes.plausi,crp.CSFP-method Man page
changes.plausi-methods Man page
changes.plot Man page
changes.plot,crp.CSFP-method Man page
changes.plot-methods Man page
changes.rc.sd Man page
changes.rc.sd,crp.CSFP-method Man page
changes.rc.sd-methods Man page
changes.rc.vares Man page
changes.rc.vares,crp.CSFP-method Man page
changes.rc.vares-methods Man page
changes.read Man page
changes.read,crp.CSFP-method Man page
changes.read-methods Man page
crp.CSFP Man page
crp.CSFP,crp.CSFP,logical-method Man page
crp.CSFP,crp.CSFP,missing-method Man page
crp.CSFP,crp.CSFP-method Man page
crp.CSFP-class Man page
crp.CSFP-methods Man page
crp.CSFP-package Man page
crp.CSFP.loss Man page
crp.CSFP.loss,crp.CSFP-method Man page
crp.CSFP.rc.sd Man page
crp.CSFP.rc.sd,crp.CSFP-method Man page
crp.CSFP.rc.vares Man page
crp.CSFP.rc.vares,crp.CSFP-method Man page
crp.calc.portfolio.statistics Man page
crp.calc.portfolio.statistics,crp.CSFP-method Man page
crp.export Man page
crp.export,crp.CSFP-method Man page
crp.init Man page Source code
crp.measure Man page
crp.measure,crp.CSFP-method Man page
crp.plausi Man page
crp.plausi,crp.CSFP-method Man page
crp.plot Man page
crp.plot,crp.CSFP-method Man page
crp.read Man page
crp.read,crp.CSFP-method Man page
crp.round Man page Source code
crp.set.changes Man page
crp.set.changes,character,crp.CSFP-method Man page
crp.summary Man page
crp.summary,crp.CSFP-method Man page
crp.write.summary Man page
crp.write.summary,crp.CSFP-method Man page
crp.write.summary-methods Man page
export Man page
export,crp.CSFP-method Man page
export-methods Man page
export.to.file Man page
export.to.file,crp.CSFP-method Man page
export.to.file-methods Man page
export.to.file<- Man page
export.to.file<-,crp.CSFP,logical-method Man page
export.to.file<--methods Man page
file.format Man page
file.format,crp.CSFP-method Man page
file.format-methods Man page
file.format<- Man page
file.format<-,crp.CSFP,character-method Man page
file.format<--methods Man page
fo Man page Source code
get.ALPHA Man page
get.ALPHA,crp.CSFP-method Man page
get.ALPHA.MAX Man page
get.ALPHA.MAX,crp.CSFP-method Man page
get.ALPHA.crp Man page
get.ALPHA.crp,crp.CSFP-method Man page
get.B Man page
get.B,crp.CSFP-method Man page
get.CALC.RISK.CONT Man page
get.CALC.RISK.CONT,crp.CSFP-method Man page
get.CDF Man page
get.CDF,crp.CSFP-method Man page
get.CP.NR Man page
get.CP.NR,crp.CSFP-method Man page
get.CP.RATING Man page
get.CP.RATING,crp.CSFP-method Man page
get.EC Man page
get.EC,crp.CSFP-method Man page
get.EL Man page
get.EL,crp.CSFP-method Man page
get.EL.crp Man page
get.EL.crp,crp.CSFP-method Man page
get.ES Man page
get.ES,crp.CSFP-method Man page
get.ES.CONT Man page
get.ES.CONT,crp.CSFP-method Man page
get.ES.TAU.CONT Man page
get.ES.TAU.CONT,crp.CSFP-method Man page
get.LGD Man page
get.LGD,crp.CSFP-method Man page
get.LOSS Man page
get.LOSS,crp.CSFP-method Man page
get.LOSS.UNIT Man page
get.LOSS.UNIT,crp.CSFP-method Man page
get.M Man page
get.M,crp.CSFP-method Man page
get.MU.K Man page
get.MU.K,crp.CSFP-method Man page
get.NAME Man page
get.NAME,crp.CSFP-method Man page
get.NC Man page
get.NC,crp.CSFP-method Man page
get.NEX Man page
get.NEX,crp.CSFP-method Man page
get.NITER.MAX Man page
get.NITER.MAX,crp.CSFP-method Man page
get.NS Man page
get.NS,crp.CSFP-method Man page
get.NU Man page
get.NU,crp.CSFP-method Man page
get.PATH.IN Man page
get.PATH.IN,crp.CSFP-method Man page
get.PATH.OUT Man page
get.PATH.OUT,crp.CSFP-method Man page
get.PD Man page
get.PD,crp.CSFP-method Man page
get.PD0 Man page
get.PD0,crp.CSFP-method Man page
get.PDF Man page
get.PDF,crp.CSFP-method Man page
get.PDVAR.NAME Man page
get.PDVAR.NAME,crp.CSFP-method Man page
get.PL Man page
get.PL,crp.CSFP-method Man page
get.PL0 Man page
get.PL0,crp.CSFP-method Man page
get.PLOT.PDF Man page
get.PLOT.PDF,crp.CSFP-method Man page
get.PLOT.RANGE.X Man page
get.PLOT.RANGE.X,crp.CSFP-method Man page
get.PLOT.RANGE.Y Man page
get.PLOT.RANGE.Y,crp.CSFP-method Man page
get.PLOT.SCALE Man page
get.PLOT.SCALE,crp.CSFP-method Man page
get.PORT.NAME Man page
get.PORT.NAME,crp.CSFP-method Man page
get.RISK.NAME Man page
get.RISK.NAME,crp.CSFP-method Man page
get.SD Man page
get.SD,crp.CSFP-method Man page
get.SD.CONT Man page
get.SD.CONT,crp.CSFP-method Man page
get.SD.crp Man page
get.SD.crp,crp.CSFP-method Man page
get.SEC.VAR Man page
get.SEC.VAR,crp.CSFP-method Man page
get.SEC.VAR.EST Man page
get.SEC.VAR.EST,crp.CSFP-method Man page
get.SELV Man page
get.SELV,crp.CSFP-method Man page
get.SIGMA.K Man page
get.SIGMA.K,crp.CSFP-method Man page
get.SIGMA2_DIV Man page
get.SIGMA2_DIV,crp.CSFP-method Man page
get.SIGMA2_SYST Man page
get.SIGMA2_SYST,crp.CSFP-method Man page
get.V.K Man page
get.V.K,crp.CSFP-method Man page
get.VaR Man page
get.VaR,crp.CSFP-method Man page
get.VaR.CONT Man page
get.VaR.CONT,crp.CSFP-method Man page
get.W Man page
get.W,crp.CSFP-method Man page
get.a Man page
get.a,crp.CSFP-method Man page
get.changes.crp.CSFP.loss Man page
get.changes.crp.CSFP.loss,crp.CSFP-method Man page
get.changes.crp.CSFP.rc.sd Man page
get.changes.crp.CSFP.rc.sd,crp.CSFP-method Man page
get.changes.crp.CSFP.rc.vares Man page
get.changes.crp.CSFP.rc.vares,crp.CSFP-method Man page
get.changes.crp.calc.portfolio.statistics Man page
get.changes.crp.calc.portfolio.statistics,crp.CSFP-method Man page
get.changes.crp.export Man page
get.changes.crp.export,crp.CSFP-method Man page
get.changes.crp.measure Man page
get.changes.crp.measure,crp.CSFP-method Man page
get.changes.crp.plausi Man page
get.changes.crp.plausi,crp.CSFP-method Man page
get.changes.crp.plot Man page
get.changes.crp.plot,crp.CSFP-method Man page
get.changes.crp.read Man page
get.changes.crp.read,crp.CSFP-method Man page
get.file.format Man page
get.file.format,crp.CSFP-method Man page
get.rating Man page
get.rating,crp.CSFP-method Man page
get.rating.PD Man page
get.rating.PD,crp.CSFP-method Man page
get.rating.SD Man page
get.rating.SD,crp.CSFP-method Man page
get.save.memory Man page
get.save.memory,crp.CSFP-method Man page
init Man page Source code
integrity.check Man page
integrity.check,character,crp.CSFP-method Man page
integrity.check-methods Man page
loss Man page
loss,crp.CSFP-method Man page
loss-methods Man page
loss.dist Man page
loss.dist,crp.CSFP-method Man page
loss.dist-methods Man page
loss.k Man page
loss.k,crp.CSFP-method Man page
loss.k-methods Man page
loss.unit Man page
loss.unit,crp.CSFP-method Man page
loss.unit-methods Man page
loss.unit<- Man page
loss.unit<-,crp.CSFP,numeric-method Man page
loss.unit<--methods Man page
measure Man page
measure,crp.CSFP-method Man page
measure-methods Man page
mu.k Man page
mu.k,crp.CSFP-method Man page
mu.k-methods Man page
name Man page
name,crp.CSFP-method Man page
name-methods Man page
name<- Man page
name<-,crp.CSFP,character-method Man page
name<--methods Man page
nu Man page
nu,crp.CSFP-method Man page
nu-methods Man page
path.in Man page
path.in,crp.CSFP-method Man page
path.in-methods Man page
path.in<- Man page
path.in<-,crp.CSFP,character-method Man page
path.in<--methods Man page
path.out Man page
path.out,crp.CSFP-method Man page
path.out-methods Man page
path.out<- Man page
path.out<-,crp.CSFP,character-method Man page
path.out<--methods Man page
pd_sector_var Man page
plausi Man page
plausi,crp.CSFP-method Man page
plausi-methods Man page
plot Man page
plot,crp.CSFP-method Man page
plot-methods Man page
port.name Man page
port.name,crp.CSFP-method Man page
port.name-methods Man page
port.name<- Man page
port.name<-,crp.CSFP,character-method Man page
port.name<--methods Man page
portfolio Man page
rating Man page
rating,crp.CSFP-method Man page
rating-methods Man page
rating.PD Man page
rating.PD,crp.CSFP-method Man page
rating.PD-methods Man page
rating.PD<- Man page
rating.PD<-,crp.CSFP,numeric-method Man page
rating.PD<--methods Man page
rating.SD Man page
rating.SD,crp.CSFP-method Man page
rating.SD-methods Man page
rating.SD<- Man page
rating.SD<-,crp.CSFP,numeric-method Man page
rating.SD<--methods Man page
rating.scale.name Man page
rating.scale.name,crp.CSFP-method Man page
rating.scale.name-methods Man page
rating.scale.name<- Man page
rating.scale.name<-,crp.CSFP,character-method Man page
rating.scale.name<--methods Man page
rating<- Man page
rating<-,crp.CSFP,numeric-method Man page
rating<--methods Man page
rating_pd Man page
rc.sd Man page
rc.sd,crp.CSFP-method Man page
rc.sd-methods Man page
rc.vares Man page
rc.vares,crp.CSFP-method Man page
rc.vares-methods Man page
read Man page
read,crp.CSFP-method Man page
read-methods Man page
save.memory Man page
save.memory,crp.CSFP-method Man page
save.memory-methods Man page
save.memory<- Man page
save.memory<-,crp.CSFP,logical-method Man page
save.memory<--methods Man page
sec.var Man page
sec.var,crp.CSFP-method Man page
sec.var-methods Man page
sec.var.est Man page
sec.var.est,crp.CSFP-method Man page
sec.var.est-methods Man page
sec.var.est<- Man page
sec.var.est<-,crp.CSFP,numeric-method Man page
sec.var.est<--methods Man page
sec.var.name Man page
sec.var.name,crp.CSFP-method Man page
sec.var.name-methods Man page
sec.var.name<- Man page
sec.var.name<-,crp.CSFP,character-method Man page
sec.var.name<--methods Man page
sec.var<- Man page
sec.var<-,crp.CSFP,numeric-method Man page
sec.var<--methods Man page
set.ALPHA<- Man page
set.ALPHA<-,crp.CSFP,numeric-method Man page
set.CALC.RISK.CONT<- Man page
set.CALC.RISK.CONT<-,crp.CSFP,logical-method Man page
set.LOSS.UNIT<- Man page
set.LOSS.UNIT<-,crp.CSFP,numeric-method Man page
set.NAME<- Man page
set.NAME<-,crp.CSFP,character-method Man page
set.NITER.MAX<- Man page
set.NITER.MAX<-,crp.CSFP,numeric-method Man page
set.PATH.IN<- Man page
set.PATH.IN<-,crp.CSFP,character-method Man page
set.PATH.OUT<- Man page
set.PATH.OUT<-,crp.CSFP,character-method Man page
set.PDVAR.NAME<- Man page
set.PDVAR.NAME<-,crp.CSFP,character-method Man page
set.PLOT.PDF<- Man page
set.PLOT.PDF<-,crp.CSFP,logical-method Man page
set.PLOT.RANGE.X<- Man page
set.PLOT.RANGE.X<-,crp.CSFP,numeric-method Man page
set.PLOT.RANGE.Y<- Man page
set.PLOT.RANGE.Y<-,crp.CSFP,numeric-method Man page
set.PLOT.SCALE<- Man page
set.PLOT.SCALE<-,crp.CSFP,numeric-method Man page
set.PORT.NAME<- Man page
set.PORT.NAME<-,crp.CSFP,character-method Man page
set.RISK.NAME<- Man page
set.RISK.NAME<-,crp.CSFP,character-method Man page
set.SEC.VAR.EST<- Man page
set.SEC.VAR.EST<-,crp.CSFP,numeric-method Man page
set.changes Man page
set.changes,character,crp.CSFP-method Man page
set.changes-methods,character,crp.CSFP-method Man page
set.file.format<- Man page
set.file.format<-,crp.CSFP,character-method Man page
set.save.memory<- Man page
set.save.memory<-,crp.CSFP,logical-method Man page
show Man page
show,crp.CSFP-method Man page
show-methods Man page
sigma.k Man page
sigma.k,crp.CSFP-method Man page
sigma.k-methods Man page
sigma.sqr.div Man page
sigma.sqr.div,crp.CSFP-method Man page
sigma.sqr.div-methods Man page
sigma.sqr.syst Man page
sigma.sqr.syst,crp.CSFP-method Man page
sigma.sqr.syst-methods Man page
sigma_k Man page
sigma_k,crp.CSFP-method Man page
sigma_k-methods Man page
sigma_sqr_div Man page
sigma_sqr_div,crp.CSFP-method Man page
sigma_sqr_div-methods Man page
sigma_sqr_syst Man page
sigma_sqr_syst,crp.CSFP-method Man page
sigma_sqr_syst-methods Man page
summary Man page
summary,crp.CSFP-method Man page
summary-methods Man page
write.summary Man page
write.summary,crp.CSFP-method Man page
write.summary-methods Man page
crp.CSFP documentation built on May 1, 2019, 8:50 p.m.

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