SD.cont-methods {GCPM}R Documentation

Risk Contributions to Portfolio Standard Deviation

Description

Get the counterparties' contributions to portfolio standard deviation (see GCPM-class). These values are only available in case of an analytical model.

Usage

SD.cont(this)

Arguments

this

Object of class GCPM

Value

numeric value of length equal to number of counterparties


[Package GCPM version 1.2.2 Index]