creditr: Credit Default Swaps in R

Provides tools for pricing credit default swaps using C code for the International Swaps and Derivatives Association (ISDA) CDS Standard Model. See <> for more information about the model and <> for license details for the C code.

Package details

Authorc(person("Heidi", "Chen", role = c("aut"), email = "[email protected]"), person("Yuanchu", "Dang", role = c("aut"), email = "[email protected]"), person("David", "Kane", role = c("aut"), email = "[email protected]"), person("Yang", "Lu", role = c("aut", "cre"), email = "[email protected]"), person("Skylar", "Smith", role = c("aut"), email = "[email protected]"), person("Kanishka", "Malik", role = c("aut"), email = "[email protected]"), person("Miller Zijie", "Zhu", role = c("aut"), email = "[email protected]"))
MaintainerYuanchu Dang <[email protected]>
Licensefile LICENSE
Package repositoryView on CRAN
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creditr documentation built on May 29, 2017, 8:46 p.m.