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SD.div-methods

Diversifiable Risk (Standard Deviation)


Description

Get the value of SD.div, the diversifiable part of portfolio standard deviation (see GCPM-class)

Usage

SD.div(this)

Arguments

this

Object of class GCPM

Value

numeric value of length 1


GCPM

Generalized Credit Portfolio Model

v1.2.2
GPL-2
Authors
Kevin Jakob
Initial release
2016-12-29

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