Implied Default Probability Function

This function is to calculate the implied default probability from the DOC model.

Version 1.0.0 (973 Bytes)
2K Downloads
(3)
1 Sep 2005
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  • Install in MATLAB

    Requires R2026b and later. Learn more
Download

  • Install in MATLAB

    Requires R2026b and later. Learn more

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Cite As

David Wang (2026). Implied Default Probability Function (https://in.mathworks.com/matlabcentral/fileexchange/8414-implied-default-probability-function), MATLAB Central File Exchange. Retrieved .

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General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.0.0

Download

  • Install in MATLAB

    Requires R2026b and later. Learn more