IS_IG {xVA} | R Documentation |
Checks if Credit rating is Investment Grade
Description
Checks if the credit rating is investment grade or not (if not rating not recognised will be unrated)
Usage
IS_IG(credit_rating)
Arguments
credit_rating |
The Credit Rating to be checked |
Value
TRUE if Rating is Investment Grade
Author(s)
Tasos Grivas <tasos@openriskcalculator.com>
References
https://en.wikipedia.org/wiki/Credit_rating
Examples
TRUE == IS_IG('AAA')
[Package xVA version 1.1 Index]