read

crp.read

crp.read,crp.CSFP-method

read-methods

read,crp.CSFP-method


This method reads the input files <code>port.name</code>, <code>rating.scale.name</code> and <code>sec.var.name</code> if needed (i.e. if <code>sec.var.est</code>=5) from the <code>path.in</code> directory and matches the data to the corresponding slots. Counterparties with <code>NEX=0</code>, <code>LGD=0</code>, <code>CP.rating=0</code> or <code>PD=0</code> are removed from the portfolio. Please make sure, that the input files have the correct form given in <code><a rd-options="" href="/link/init?package=crp.CSFP&version=2.0.2" data-mini-rdoc="crp.CSFP::init">init</a></code>.
In the context of the main routine <code>crp.CSFP</code> one can skip this method by setting <code>skip.read=TRUE</code>.<p></p><p></p>

methods

Modelling credit risks based on the concept of "CreditRisk+", First Boston Financial Products, 1997 and "CreditRisk+ in the Banking Industry", Gundlach & Lehrbass, Springer, 2003.

Kevin Jakob

crp.CSFP

CreditRisk+ Portfolio Model

read function


This method reads the input files <code>port.name</code>, <code>rating.scale.name</code> and <code>sec.var.name</code> if needed (i.e. if <code>sec.var.est</code>=5) from the <code>path.in</code> directory and matches the data to the corresponding slots. Counterparties with <code>NEX=0</code>, <code>LGD=0</code>, <code>CP.rating=0</code> or <code>PD=0</code> are removed from the portfolio. Please make sure, that the input files have the correct form given in <code><a rd-options='' href='init'>init</a></code>.
In the context of the main routine <code>crp.CSFP</code> one can skip this method by setting <code>skip.read=TRUE</code>.



read: Reading the input files

Description

Arguments

See Also