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Bill Zou

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BMO

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credit risk

 

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Comments and Ratings by Bill
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15 Aug 2011 Credit Risk Modeling with MATLAB These are the supporting MATLAB files for the MathWorks webinar of the same name. Author: Ameya Deoras

Michael: Thank you very much for the code. I try to run your code Credit_VaR, but the sytem give me the following message

??? Error using ==> setobsnames at 28
NEWNAMES must be a nonempty string or a cell array of nonempty strings.

when I track the problem, it is due the the following line:

BondData = dataset( ...
'XLSFile', 'CreditPortfolio.xlsx', ...
'Sheet', 'Portfolio Information', ...
'ReadObsNames', true, ...
'ReadVarNames', true);

I am not sure what's wrong with it. Can you give me a clue. My version for matlab is 7.12.0.635. excel is 2003 version.

thank you again for the help!

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