Compute exposure profiles from credit exposures
computes
common counterparty credit exposures profiles from an array of exposures. profilestructs
= exposureprofiles(dates
,exposures
)
adds optional name-value arguments.profilestructs
= exposureprofiles(___,Name,Value
)
[1] Basel II: International Convergence of Capital Measurement and Capital
Standards: A Revised Framework - Comprehensive
Version. at https://www.bis.org/publ/bcbs128.htm
,
2006.