B                       Get the parameter 'B' of the model.
CDF                     Get the CDF of the model
CP.NR                   Get the ID numbers of the counterparties of the
                        model
CP.NR<-                 Set the ID numbers of the counterparties in the
                        model
CP.rating               Get counterparties ratings
CP.rating<-             Set counterparties ratings
EC                      Get the economic capital of the model
EL                      Get the expected loss of the model
EL.crp                  Get the expected loss of the model after
                        discretization.
ES                      Get the expected shortfall of the model
ES.cont                 Get the expected shortfall contributions
ES.tau.cont             Get the corresponding tau for expected
                        shortfall contributions
LGD                     Get the loss given defaults of the model
LGD<-                   Set the counterparty specific LGDs
M                       Get the number of iterations for loss
                        distribution
NC                      Get the number of counterparties in the model
NEX                     Get the net exposure per counterparty
NEX<-                   Set the net exposure per counterparty
NS                      Get the number of sectors of the model
Niter.max               Get the desired number of iterations or cdf
                        level for loss distribution
Niter.max<-             Set the maximal number of iterations or desired
                        cdf level
PD                      Get the counterparty probabilities of default
                        of the model
PD.crp                  Get the counterparty probabilities of default
                        after discretization
PDF                     Get the PDF of the model
PL                      Get the potetnial losses per counterparty
PL.crp                  Get the potetnial losses per counterparty after
                        discretization
PLOT.PDF                Get the state of 'PLOT.PDF'
PLOT.PDF<-              Set the state of 'PLOT.PDF'
PLOT.range.x            Get the plot range for losses
PLOT.range.x<-          Set the plot range for the losses
PLOT.range.y            Get the plot range for probabilities
PLOT.range.y<-          Set the plot range for the probabilities
PLOT.scale              Get the plot scale for losses
PLOT.scale<-            Set the plot scale for portfolio losses
SD                      Get the standard deviation of the model
SD.cont                 Get the contributions to standard deviation
SD.crp                  Get the discretized standard deviation of loss
                        distribution
VaR                     Get the value at risk of the model
VaR.cont                Get the value at risk contributions on
                        counterparty level
VaR.pos                 Get the position of value at risk in CDF
W                       Get the sector weights of counterparties
W<-                     Set the sector weights of counterparties
a                       Get the parameter 'a' of the model.
alpha                   Get the desired VaR level of the model.
alpha.crp               Get the maximum cdf levels for VaR of the
                        model.
alpha.max               Get the maximum cdf level for loss distribution
alpha.max<-             Set the maximal desired cdf level
alpha<-                 Set the cdf level(s) for VaR
calc.portfolio.statistics
                        Calculating portfolio statistics
calc.rc                 Set the state of 'calc.rc'
calc.rc<-               Get the value of the 'calc.rc'
changes.calc.portfolio.statistics
                        Get the state of
                        'changes.calc.portfolio.statistics'.
changes.export          Get the state of 'changes.export'
changes.loss            Get the state of 'changes.loss'
changes.measure         Get the state of 'changes.measure'
changes.plausi          Get the state of 'changes.plausi'
changes.plot            Get the state of 'changes.plot'
changes.rc.sd           Get the state of 'changes.rc.sd'
changes.rc.vares        Get the state of 'changes.rc.vares'
changes.read            Get the state of 'changes.read'
crp.CSFP                Main routine for CSFP-model
crp.CSFP-class          Class '"crp.CSFP"'
crp.CSFP-package        CreditRisk+ portfolio model
crp.round               Rounding numerical values
export                  Export risk contributions and loss distribution
export.to.file          Get the status of 'export.to.file'
export.to.file<-        Set the state of 'export to file'
file.format             Get the file format of the model
file.format<-           Set the file format
fo                      Function to convert numerical output.
init                    Initializing a new entity of class crp.CSFP
integrity.check         Internal method to ensure model integrity
loss                    Get the several losses (exposure bands) of the
                        model
loss.dist               Calculating the loss distribution
loss.k                  Get the expected loss per sector
loss.unit               Get the loss unit of the model
loss.unit<-             Set the loss unit
measure                 Calculating portfolio measures
mu.k                    Get the expected number of defauls per sector
name                    Get the name of the model
name<-                  Set the name of the model
nu                      Get the discrete losses of the model
path.in                 Get the input path of the model
path.in<-               Set input path
path.out                Get the output path of the model
path.out<-              Set output path
pd_sector_var           Sector variances for the Credit Suisse example
                        portfolio
plausi                  Checking input data for plausibility
plot                    Plotting the PDF
port.name               Get the name of the portfolio file
port.name<-             Set the name for the portfolio file
portfolio               Portfolio data for the Credit Suisse example
                        portfolio
rating                  Get the rating classes of the model
rating.PD               Get the PDs of rating classes
rating.PD<-             Set the PDs for rating classes
rating.SD               Get the standard deviations corresponding to
                        rating classes
rating.SD<-             Set the standard deviations corresponding to
                        rating classes
rating.scale.name       Get the name of the file containing the risk
                        matrix of the model
rating.scale.name<-     Set the name for the file containing the rating
                        scale
rating<-                Set the rating classes of the model
rating_pd               Risk matrix for the Credit Suisse example
                        portfolio
rc.sd                   Calculating risk contributions to standard
                        deviation
rc.vares                Calculating risk contributions to VaR and ES
read                    Reading the input files
save.memory             Get the state of 'save.memory'
save.memory<-           Set the state of 'save.memory'
sec.var                 Get self estimated sector variances
sec.var.est             Get the mode for sector variance estimation
sec.var.est<-           Set the mode for sector variance estimation
sec.var.name            Set the name of the file with the sector
                        variances
sec.var.name<-          Set the name of the file with the sector
                        variances
sec.var<-               Set self estimated sector variances
set.changes             Internal method for model integrity
show                    Show summary of object crp.CSFP
sigma.k                 Get the sector standard deviation
sigma.sqr.div           Get the diversifiable risk of the model
sigma.sqr.syst          Get the systematik risk of the model
summary                 Summarize portfolio key numbers
write.summary           Writing summary to file
