credule: Credit Default Swap Functions
Version 0.1.3

It provides functions to bootstrap Credit Curves from market quotes (Credit Default Swap - CDS - spreads) and price Credit Default Swaps - CDS.

Package details

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
URL https://github.com/lampalork/credule
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("credule")

Try the credule package in your browser

Any scripts or data that you put into this service are public.

credule documentation built on May 29, 2017, 6:10 p.m.