Keep rows that fulfill constraints of the merton model as line out for calc_survival_probability_merton().

keep_merton_compatible_rows(data, stage)

Arguments

data

A tibble holding at least the columns debt, equity_0_baseline or equity_t_baseline, equity_0_late_sudden or equity_t_late_sudden, volatility, risk_free_rate and term.

stage

String, indicating if checks are done for overall or annual results.

Value

Tibble holding rows from data that are compatible with constraints of calc_survival_probability_merton().