creditr: Credit Default Swaps in R
Version 0.6.1

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 = "s.heidi.chen@gmail.com"), person("Yuanchu", "Dang", role = c("aut"), email = "yuanchu.dang@gmail.com"), person("David", "Kane", role = c("aut"), email = "dave.kane@gmail.com"), person("Yang", "Lu", role = c("aut", "cre"), email = "yang.lu2014@gmail.com"), person("Skylar", "Smith", role = c("aut"), email = "sws2@williams.edu"), person("Kanishka", "Malik", role = c("aut"), email = "kanishkamalik@gmail.com"), person("Miller Zijie", "Zhu", role = c("aut"), email = "zijie.zhu@williams.com"))
Date of publication2015-08-12 20:12:52
MaintainerYuanchu Dang <yuanchu.dang@gmail.com>
Licensefile LICENSE
Version0.6.1
URL https://github.com/davidkane9/creditr
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("creditr")

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creditr documentation built on May 29, 2017, 8:46 p.m.