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]>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the CreditMetrics package in your browser

Any scripts or data that you put into this service are public.

CreditMetrics documentation built on May 29, 2017, 11:08 p.m.