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]