summary

crp.summary

crp.summary,crp.CSFP-method

summary-methods

summary,crp.CSFP-method


This method summarizes the input parameter, portfolio statistics from <code>calc.portfolio.statistics</code> and the results of <code>measure</code> in a list.


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

summary function

Summarize portfolio key numbers

summary: Summarize portfolio key numbers

Description

Arguments

See Also