IS_IG: Checks if Credit rating is Investment Grade
In xVA: Calculates Credit Risk Valuation Adjustments
IS_IG R Documentation
Checks if Credit rating is Investment Grade
Description
Checks if the credit rating is investment grade or not (if not rating not recognised will be unrated)
Usage
IS_IG(credit_rating)
Arguments
credit_rating
The Credit Rating to be checked
Value
TRUE if Rating is Investment Grade
Author(s)
Tasos Grivas <tasos@openriskcalculator.com>
References
https://en.wikipedia.org/wiki/Credit_rating
Examples
TRUE == IS_IG('AAA')
xVA documentation built on Aug. 28, 2022, 1:06 a.m.
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| IS_IG | R Documentation |
Checks if Credit rating is Investment Grade
Description
Checks if the credit rating is investment grade or not (if not rating not recognised will be unrated)
Usage
IS_IG(credit_rating)
Arguments
credit_rating |
The Credit Rating to be checked |
Value
TRUE if Rating is Investment Grade
Author(s)
Tasos Grivas <tasos@openriskcalculator.com>
References
https://en.wikipedia.org/wiki/Credit_rating
Examples
TRUE == IS_IG('AAA')
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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