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MathGroup Archive 2007

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Re: Decompose function into one function for each variable

  • To: mathgroup at smc.vnet.net
  • Subject: [mg80896] Re: Decompose function into one function for each variable
  • From: Szabolcs <szhorvat at gmail.com>
  • Date: Wed, 5 Sep 2007 02:48:22 -0400 (EDT)
  • Organization: University of Bergen
  • References: <fbaqnl$qba$1@smc.twtelecom.net><fbdnd3$ppp$1@smc.twtelecom.net> <fbj38i$nnq$1@smc.vnet.net>

tomfabtastic at hotmail.com wrote:
> I want to know what the impact of pd and lgd are in baselCalc.
> 
> For example baselCalc[0.0176, 0.45, 1.] = 0.073247. But how much of
> the 0.073247 is due to pd and how much due to lgd ?

Sorry, but your question doesn't really make sense (neither from a 
mathematical, nor from a Mathematica programmer's point of view) ... 
perhaps that's because I have no idea what the "Basel II capital ratio" is.

If you want to see this value as a function of two parameters, just make 
a 3D plot:

Plot3D[baselCalc[x, y, 1.], {x, 0, 1}, {y, 0, 1}]


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