survprobs

Compute survival probability based on default probability curve

Since R2020a

Syntax

``outSurvProbs = survprobs(obj,inDates)``

Description

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````outSurvProbs = survprobs(obj,inDates)` computes the survival probability based on the default probability curve object. ```

Examples

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Create a `defprobcurve` object using `defprobcurve` and then use `survprobs` to calculate the survival probability.

```Settle = datetime(2017,9,20); DefProbTimes = [calmonths(6) calyears([1 2 3 4 5 7 10 20 30])]; DefaultProbabilities = [0.005 0.007 0.01 0.015 0.026 0.04 0.077 0.093 0.15 0.20]'; DefProbDates = Settle + DefProbTimes; DefaultProbCurve = defprobcurve(Settle,DefProbDates,DefaultProbabilities,'Basis',5)```
```DefaultProbCurve = defprobcurve with properties: Settle: 20-Sep-2017 Basis: 5 Dates: [10x1 datetime] DefaultProbabilities: [10x1 double] ```
```SurvProbTimes = [calmonths([6 12 18])]; SurvProbDates = Settle + SurvProbTimes; outSurvProb = survprobs(DefaultProbCurve, SurvProbDates)```
```outSurvProb = 3×1 0.9950 0.9930 0.9915 ```

Input Arguments

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`defprobcurve` object, specified as a previously created `defprobcurve` object.

Data Types: `object`

Survival probability dates, specified as a vector using a datetime array, string array, or date character vectors.

To support existing code, `survprobs` also accepts serial date numbers as inputs, but they are not recommended.

Output Arguments

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Survival probability, returned as a numeric.

Version History

Introduced in R2020a

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