PD-methods {GCPM}

Counterparty Probability of Default

Description

Get the value of PD, the counterparties default probabilities within the portfolio (see analyze. Please note, that these PDs are adjusted because of discretization in order to preserve the expected loss.)

Usage

PD(this)

Arguments

this

Object of class GCPM

Value

numeric value of length equal to the number of counterparties

See Also

portfolio.pois