PL-methods {GCPM}

Counterparty Potential Loss

Description

Get the value of PL, the potential losses of counterparties (see GCPM-class). Please note, that the potential losses are discretized according to loss.unit (see init).

Usage

PL(this)

Arguments

this

Object of class GCPM

Value

numeric value of length equal to the number of counterparties

See Also

portfolio.pois,init