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, see Determine Credit Quality Thresholds.
Functions
transprobfromthresholds | Convert from credit quality thresholds to transition probabilities |
transprobtothresholds | Convert from transition probabilities to credit quality thresholds |