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.

AuthorBertrand Le Nezet [cre, aut, cph], Richard Brent [ctb, cph], John Burkardt [ctb, cph]
Date of publication2015-08-05 09:30:46
MaintainerBertrand Le Nezet <bertrand.lenezet@gmail.com>
LicenseMIT + file LICENSE
Version0.1.3
https://github.com/lampalork/credule

View on CRAN

Files

credule
credule/inst
credule/inst/doc
credule/inst/doc/credule.html
credule/inst/doc/credule.R
credule/inst/doc/credule.Rmd
credule/src
credule/src/credule.c
credule/src/credule.h
credule/src/brent.c
credule/src/brent.h
credule/NAMESPACE
credule/R
credule/R/credule.R
credule/vignettes
credule/vignettes/credule.Rmd
credule/MD5
credule/build
credule/build/vignette.rds
credule/DESCRIPTION
credule/man
credule/man/priceCDS.Rd credule/man/credule-package.Rd credule/man/bootstrapCDS.Rd
credule/LICENSE

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