ESMAtransRateReader: Transition rate matrix reader from ESMA website

In unimi-dse/5547f4ce: A set of tools for Markov Chain analysis and rendering

Description

Reads a .csv file in the given format available at https://cerep.esma.europa.eu/cerep-web/statistics/transitionMatrice.xhtml ("CSV export") and parses it. The content of such file includes the name of the credit rating agency, the period and time horizon of statistics, the cardinal matrix of transitions and the transition rate matrix.

Usage

ESMAtransRateReader(filepath)

Arguments

filepath

The character string of the path at which the .csv file is stored.

Value

list

title

The name of the CRA

mat

The transition rate matrix

Examples

## Not run: 
  ESMAtransRateReader("cerep878219543695070733.csv")
  ESMAtransRateReader(system.file(
                       'extdata', "cerepJCRA.csv",
                       package = 'mctools'))

## End(Not run)

unimi-dse/5547f4ce documentation built on Feb. 17, 2020, 4:03 a.m.