read-methods: Reading the input files

In crp.CSFP: CreditRisk+ Portfolio Model

Description

This method reads the input files port.name, rating.scale.name and sec.var.name if needed (i.e. if sec.var.est=5) from the path.in directory and matches the data to the corresponding slots. Counterparties with NEX=0, LGD=0, CP.rating=0 or PD=0 are removed from the portfolio. Please make sure, that the input files have the correct form given in init. In the context of the main routine crp.CSFP one can skip this method by setting skip.read=TRUE.

See Also

init, crp.CSFP, crp.CSFP-class,

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