proc.prepareLoanbook4analysis: Take matched loanbook and prepare dataset for analysis...

Description Usage Arguments

Description

Function adds columns necessary for analysis based on input attribute values

Usage

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proc.prepareLoanbook4analysis(loanbook, exposure.type, customer.level,
  ald.levels, ald.ids, ald.names)

Arguments

loanbook

matched loanbook data - contains pairs of attribues with ALD Level, ALD ID, ALD Name

exposure.type

defines what value to put as LoanSize (Outstanding, Exposure)

customer.level

Name of level on which mathcing is done

ald.levels, ald.ids, ald.names

vectors of values that represent reference to asset-level data. Vectors must be of same length as number of rows in loanbook.


2DegreesInvesting/pacta documentation built on June 17, 2019, 12:04 p.m.