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.

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
InstallationInstall the latest version of this package by entering the following in R:
install.packages("credule")

Getting started

Package overview
Credit Curve Bootstrapping"

Popular man pages

bootstrapCDS: Bootstrap a Credit Curve
credule-package: Credit Default Swap pricing and Credit Curve bootstrapping
priceCDS: Credit Default Swap Pricing
See all...

All man pages Function index File listing

Man pages

bootstrapCDS: Bootstrap a Credit Curve
credule-package: Credit Default Swap pricing and Credit Curve bootstrapping
priceCDS: Credit Default Swap Pricing

Functions

bootstrapCDS Man page Source code
credule-package Man page
priceCDS Man page Source code

Files

inst
inst/doc
inst/doc/credule.html
inst/doc/credule.R
inst/doc/credule.Rmd
src
src/credule.c
src/credule.h
src/brent.c
src/brent.h
NAMESPACE
R
R/credule.R
vignettes
vignettes/credule.Rmd
MD5
build
build/vignette.rds
DESCRIPTION
man
man/priceCDS.Rd
man/credule-package.Rd
man/bootstrapCDS.Rd
LICENSE
credule documentation built on May 19, 2017, 4:05 p.m.

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