add_conventions | Return accounting conventions |
add_dates | Return CDS dates. |
adj_next_bus_day | Adjust to next business day. |
build_rates | Build a data frame containing interest rates for CDS pricing |
call_ISDA | call ISDA c function |
CDS | Build a 'CDS' class object given the input about a CDS... |
CDS-class | CDS Class |
check_inputs | Check whether inputs from the data frame are valid. |
creditr | The creditr package. |
CS10 | Calculate CS10 |
download_FRED | Get Rates from FRED |
download_markit | Get rates from Markit |
get_rates | Get interest rates from rates.RData or the Markit website |
get_raw_markit | Get raw data from Markit website. |
implied_RR | Calculates Implied Recovery Rate |
IR_DV01 | Calculate IR.DV01 |
pd_to_spread | Calculate spread with Default Probability |
PV01 | Calculate PV01 |
rates | LIBOR rates from 2004-01-01 to 2015-08-03 |
rec_risk_01 | Calculate Recovery Rate Changes |
separate_YMD | Separate Year/Month/Day |
show-methods | Show Method |
spread_DV01 | Calculate Spread Change |
spread_to_pd | Calcualte Default Probability with Spread |
spread_to_upfront | Calculate Upfront Payments |
summary-methods | Summary Method |
upfront_to_spread | Calculate Spread with a Given Upfront |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.