Determine Credit Quality Thresholds
Convert transition probabilities to credit quality thresholds and the opposite way using Financial Toolbox™
Financial Toolbox supports the transformation between transition probabilities and credit quality thresholds.
For information on credit quality thresholds, seeDetermine Credit Quality Thresholds.
Functions
transprobfromthresholds |
Convert from credit quality thresholds to transition probabilities |
transprobtothresholds |
Convert from transition probabilities to credit quality thresholds |
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