credit: Credit Default Swap Data from 2007 to 2009.

Description Format

Description

This data frame contains the information of 260 credit default swaps (CDS) from 2007-01-02 to 2009-12-31. The data sets is actually a combination of CDS backtest conducted under daily, weekly, monthly, and quartrly trading frequency. The strategy column contains the trading frequency.

Format

A data frame with 7 variables


backtestGraphics documentation built on May 29, 2017, 3:11 p.m.

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