integrity.check

integrity.check-methods

integrity.check,character,crp.CSFP-method


This method is called each time you access a slot by <code><slot></slot></code>. It checks the state of internal integrity flags in order to guarantee, that the slot you want to access has a value, consistent with the rest of the model.
For example, if you run <code>crp.CSFP</code> (complete calculation of the model), then change <code>loss.unit</code> by <code>loss.unit(MyModel)&lt;-...</code> to another value (which causes a call to <code>set.changes</code> ) and want to access <code>EL.crp</code>, a warning message is printed because you did not recalculate <code>EL.crp</code>. Instead you have to run <code>calc.portfolio.statistics</code>, <code>loss.dist</code> and <code>measure</code> again to get the right value for <code>EL.crp</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

integrity.check function


This method is called each time you access a slot by <code><slot></code>. It checks the state of internal integrity flags in order to guarantee, that the slot you want to access has a value, consistent with the rest of the model.
For example, if you run <code>crp.CSFP</code> (complete calculation of the model), then change <code>loss.unit</code> by <code>loss.unit(MyModel)<-...</code> to another value (which causes a call to <code>set.changes</code> ) and want to access <code>EL.crp</code>, a warning message is printed because you did not recalculate <code>EL.crp</code>. Instead you have to run <code>calc.portfolio.statistics</code>, <code>loss.dist</code> and <code>measure</code> again to get the right value for <code>EL.crp</code>.


integrity.check: Internal method to ensure model integrity

Description

Arguments

See Also