Description Usage Arguments Value Examples
View source: R/ESMAtransRateReader.R
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.
1 | ESMAtransRateReader(filepath)
|
filepath |
The character string of the path at which the .csv file is stored. |
list
The name of the CRA
The transition rate matrix
1 2 3 4 5 6 7 | ## Not run:
ESMAtransRateReader("cerep878219543695070733.csv")
ESMAtransRateReader(system.file(
'extdata', "cerepJCRA.csv",
package = 'mctools'))
## End(Not run)
|
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