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credule: Credit Default Swap Functions
It provides functions to bootstrap Credit Curves from market quotes (Credit Default Swap - CDS - spreads) and price Credit Default Swaps - CDS.
Getting started
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Package details |
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| Author | Bertrand Le Nezet [cre, aut, cph], Richard Brent [ctb, cph], John Burkardt [ctb, cph] |
| Maintainer | Bertrand Le Nezet <bertrand.lenezet@gmail.com> |
| License | MIT + file LICENSE |
| Version | 0.1.4 |
| URL | https://github.com/blenezet/credule |
| Package repository | View on CRAN |
| Installation |
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