set.changes

crp.set.changes

crp.set.changes,character,crp.CSFP-method

set.changes-methods,character,crp.CSFP-method

set.changes,character,crp.CSFP-method


The method is called by <code>set.changes</code> every time an input parameter is changed by an <code><slot></slot></code> method in order to set flags indicating if the integrity of the model is satisfied or at witch point in the algorithms changes come into effect.


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

set.changes function


The method is called by <code>set.changes</code> every time an input parameter is changed by an <code><slot></code> method in order to set flags indicating if the integrity of the model is satisfied or at witch point in the algorithms changes come into effect.


set.changes: Internal method for model integrity

Description

Arguments

See Also