cdsdata: CDS quotes from market
In CreditRisk: Evaluation of Credit Risk with Structural and Reduced Form Models
cdsdata R Documentation
CDS quotes from market
Description
-
Maturity: Maturities of cds contracts expressed in years;
-
Par.Spread: CDS rates quotes, spread that nullify the present value of the two legs;
-
ED.Zero.Curve: EURIBOR interest rates (risk-free)
Usage
data(cdsdata)
Format
An object of class "data.frame".
Source
Thomson Reuters, CDS quotes of Unicredit on 2017-01-23
CreditRisk documentation built on May 29, 2024, 6:09 a.m.
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| cdsdata | R Documentation |
CDS quotes from market
Description
-
Maturity: Maturities of cds contracts expressed in years; -
Par.Spread: CDS rates quotes, spread that nullify the present value of the two legs; -
ED.Zero.Curve: EURIBOR interest rates (risk-free)
Usage
data(cdsdata)
Format
An object of class "data.frame".
Source
Thomson Reuters, CDS quotes of Unicredit on 2017-01-23
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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