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 |
Value
numeric value of length equal to number of counterparties
[Package GCPM version 1.2.2 Index]