CreditMetrics: Functions for calculating the CreditMetrics risk model
Version 0.0-2

A set of functions for computing the CreditMetrics risk model

Getting started

Package details

AuthorAndreas Wittmann <[email protected]>
MaintainerAndreas Wittmann <[email protected]>
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 29, 2017, 11:08 p.m.