sigma.k

get.SIGMA.K

get.SIGMA.K,crp.CSFP-method

sigma.k-methods

sigma.k,crp.CSFP-method

sigma_k

sigma_k-methods

sigma_k,crp.CSFP-method


The method returns the value of <code>sigma_k</code> as numeric.
The variable/method was renamed from <code>sigma.k</code> to <code>sigma_k</code> for S3 compatibility.

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

sigma_k function

Get the sector standard deviation

sigma_k: Get the sector standard deviation

Description

Arguments