CreditMetrics: Functions for calculating the CreditMetrics risk model

A set of functions for computing the CreditMetrics risk model

AuthorAndreas Wittmann <andreas_wittmann@gmx.de>
Date of publicationNone
MaintainerAndreas Wittmann <andreas_wittmann@gmx.de>
LicenseUnlimited
Version0.0-2

View on CRAN

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.