GCPM: plot-methods – R documentation

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plot-methods

Plot of the Portfolio Loss Distribution

Plot of the estimated pdf of the portfolio loss distribution.

plot(x,y,...)

`x`	Object of class `GCPM`
`y`	plot unit for losses (x-axis), default value = 1
`...`	Further arguments such as: `alpha` If provided vertical lines are added, representing value at risk and expected shortfall on level(s) `alpha` or `nbins` number of supporting points, default value = 100

Generalized Credit Portfolio Model

v1.2.2

GPL-2

Authors

Kevin Jakob

Initial release

2016-12-29