sec.var.est<-

set.SEC.VAR.EST<-

set.SEC.VAR.EST<-,crp.CSFP,numeric-method

sec.var.est<--methods

sec.var.est<-,crp.CSFP,numeric-method


The method changes the models value of <code>sec.var.est</code>

methods

sec.var.est&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

sec.var.est&lt;- function

Set the mode for sector variance estimation

sec.var.est<-: Set the mode for sector variance estimation

Description

Arguments