changes.calc.portfolio.statistics

get.changes.crp.calc.portfolio.statistics

get.changes.crp.calc.portfolio.statistics,crp.CSFP-method

changes.calc.portfolio.statistics-methods

changes.calc.portfolio.statistics,crp.CSFP-method


The method returns the value of <code>changes.calc.portfolio.statistics</code>.

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

changes.calc.portfolio.statistics function

Get the state of <code>changes.calc.portfolio.statistics</code>.

changes.calc.portfolio.statistics: Get the state of `changes.calc.portfolio.statistics`.

Description

Arguments