Niter.max<-

set.NITER.MAX<-

set.NITER.MAX<-,crp.CSFP,numeric-method

Niter.max<--methods

Niter.max<-,crp.CSFP,numeric-method


The method changes the models value of <code>Niter.max</code>

methods

Niter.max&lt;-

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

Niter.max&lt;- function

Set the maximal number of iterations or desired cdf level

Niter.max<-: Set the maximal number of iterations or desired cdf level

Description

Arguments