Displaying 1 result from an estimated 1 matches for "basel_asset_class_id".
2011 Mar 14
1
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library(plyr)
internal_scale = c("AAA","AA","A","BBB","BB","B","CCC")
# internal_scale_id <- c(1:length(internal_scale))
# basel_asset_class <- c("Bank", "Corporate", "Sovereign")
# basel_asset_class_id <- c(1:length(basel_asset_class))
output = data.frame(basel_asset_class_id =
c(1,1,1,1,1,1,1,2,2,2,2,2,2,2,3,3,3,3,3,3,3),
internal_scale_id =
c(1,2,3,4,5,6,7,1,2,3,4,5,6,7,1,2,3,4,5,6,7),
default_probability =
c(10,28,32,44,57,62,78,14,23,38,47,56,65,74,1,9,16,25,36,49...