CreditMetrics: Functions for calculating the CreditMetrics risk model

A set of functions for computing the CreditMetrics risk model

Getting started

Package details

AuthorAndreas Wittmann <andreas_wittmann@gmx.de>
MaintainerAndreas Wittmann <andreas_wittmann@gmx.de>
LicenseUnlimited
Version0.0-2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("CreditMetrics")

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CreditMetrics documentation built on May 2, 2019, 8:55 a.m.