tran: Standard and Poors transition matrix 2017
In dangulod/ECTools: Economic Capital Tools
View source: R/Transition_matrix.R
Description
Credit migration, or a transition matrix, indicates changes in the quality of settled credit at a
particular company. Transition matrices are the main input in various applications of risk
management.
Usage
1
tran(object, horizon = horizon)
Format
Trasnsition Matrix
- A
rating A
- B
rating B
...
dangulod/ECTools documentation built on May 4, 2019, 3:19 p.m.
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View source: R/Transition_matrix.R
Description
Credit migration, or a transition matrix, indicates changes in the quality of settled credit at a particular company. Transition matrices are the main input in various applications of risk management.
Usage
1 | tran(object, horizon = horizon)
|
Format
Trasnsition Matrix
- A
rating A
- B
rating B
...
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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