keep_merton_compatible_rows: Keep rows that fulfill constraints of the merton model
In 2DegreesInvesting/r2dii.climate.stress.test: Climate Transition Risk Stress Test for Listed Equity, Corporate Bond and Corporate Loan Portfolios
keep_merton_compatible_rows R Documentation
Keep rows that fulfill constraints of the merton model
Description
Keep rows that fulfill constraints of the merton model as line out for
calc_survival_probability_merton().
Usage
keep_merton_compatible_rows(data, stage)
Arguments
data
A tibble holding at least the columns debt,
equity_0_baseline or equity_t_baseline, equity_0_late_sudden or equity_t_late_sudden, volatility, risk_free_rate
and term.
stage
String, indicating if checks are done for overall or annual
results.
Value
Tibble holding rows from data that are compatible with constraints
of calc_survival_probability_merton().
2DegreesInvesting/r2dii.climate.stress.test documentation built on June 6, 2024, 8:23 a.m.
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| keep_merton_compatible_rows | R Documentation |
Keep rows that fulfill constraints of the merton model
Description
Keep rows that fulfill constraints of the merton model as line out for
calc_survival_probability_merton().
Usage
keep_merton_compatible_rows(data, stage)
Arguments
data |
A tibble holding at least the columns |
stage |
String, indicating if checks are done for overall or annual results. |
Value
Tibble holding rows from data that are compatible with constraints
of calc_survival_probability_merton().
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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