Hi guys,
I have a doubt about an input of the function cdsbootstrap, home someone can help me. Among the optional arguments there is TimeStep defined as "positive integer indicating the number of days to take as time step for the numerical integration" and set by default at 10 days. Does TimeStep represent the assumption about the frequency at which default can occur (e.g. once a week, once a month…)? Many thanks.
Luisa
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