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| cm.cs | Computation of credit spreads |
| cm.CVaR | Computation of the Credit Value at Risk (CVaR) |
| cm.gain | Computation of simulated profits and losses |
| cm.hist | Profit / Loss Distribution histogram |
| cm.matrix | Testing for migration matrix |
| cm.portfolio | Computation of simulated portfolio values |
| cm.quantile | Computation of migration quantils |
| cm.ref | Computation of reference value |
| cm.rnorm | Computation of standard normal distributed random numbers |
| cm.rnorm.cor | Computation of correlated standard normal distributed random numbers |
| cm.state | Computation of state space |
| cm.val | Valuation for the credit positions of each scenario |