plot

crp.plot

crp.plot,crp.CSFP-method

plot-methods

plot,crp.CSFP-method


This method creates a plot in a new window of the loss distribution together with lines indicating the <code>EL.crp</code>, <code>VaR</code> and <code>ES</code>. The X-/Y- ranges are taken from <code>plot.range.x /-y</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.

plot: Plotting the PDF

Description

Arguments

See Also