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crp.CSFP (version 2.0.2)

plausi: Checking input data for plausibility

Description

This method checks the input data for plausibility. The following checks are done: The PD for ratign classes should be non-decreasing according to the rating. The exposure should not be negative. The sector weights of each CP should not be negative and sum up to a number less or equal 1. The sector variances should not be negative.

Arguments

See Also

crp.CSFP, crp.CSFP-class,