Files in Yuanchu/creditr

Credit Default Swap

.gitignore

DESCRIPTION

NAMESPACE

R/AllClasses.R R/CDS.R R/CS10.R R/IR.DV01.R R/PV01.R R/add.conventions.R R/add.dates.R R/adj.next.bus.day.R R/build.rates.R R/call.ISDA.R R/check.inputs.R R/creditr-package.R R/download.FRED.R R/download.markit.R R/get.rates.R R/get.raw.markit.R R/implied.RR.R R/pd.to.spread.R R/rates.R R/rec.risk.01.R R/separate.YMD.R R/show.R R/spread.DV01.R R/spread.to.pd.R R/spread.to.upfront.R R/summary.R

R/sysdata.rda

R/upfront.to.spread.R R/zzz.R README.md

data/rates.RData

man/CDS-class.Rd man/CDS.Rd man/CS10.Rd man/IR.DV01.Rd man/PV01.Rd man/add.conventions.Rd man/add.dates.Rd man/adj.next.bus.day.Rd man/build.rates.Rd man/call.ISDA.Rd man/check.inputs.Rd man/creditr.Rd man/download.FRED.Rd man/download.markit.Rd man/get.rates.Rd man/get.raw.markit.Rd man/implied.RR.Rd man/pd.to.spread.Rd man/rates.Rd man/rec.risk.01.Rd man/separate.YMD.Rd man/show-methods.Rd man/spread.DV01.Rd man/spread.to.pd.Rd man/spread.to.upfront.Rd man/summary-methods.Rd man/upfront.to.spread.Rd

src/Makevars

src/Makevars.win

src/badday.c

src/badday.h

src/bastypes.h

src/bsearch.c

src/bsearch.h

src/bsearchinc.h

src/busDaysOffset.c

src/buscache.c

src/buscache.h

src/busday.c

src/busday.h

src/calcSpread.c

src/calcUpfront.c

src/cashflow.c

src/cashflow.h

src/cdate.h

src/cds.c

src/cds.h

src/cdsbootstrap.c

src/cdsone.c

src/cdsone.h

src/cerror.c

src/cerror.h

src/cfileio.c

src/cfileio.h

src/cfinanci.cpp

src/cfinanci.h

src/cgeneral.h

src/cheaders.h

src/cmemory.c

src/cmemory.h

src/contingentleg.c

src/contingentleg.h

src/convert.c

src/convert.h

src/cx.c

src/cx.h

src/cxbsearch.c

src/cxbsearch.h

src/cxdatelist.c

src/cxdatelist.h

src/cxzerocurve.c

src/cxzerocurve.h

src/date_sup.c

src/date_sup.h

src/dateadj.c

src/dateadj.h

src/dateconv.c

src/dateconv.h

src/datelist.c

src/datelist.h

src/defaulted.c

src/defaulted.h

src/dtlist.c

src/dtlist.h

src/feeleg.c

src/feeleg.h

src/fltrate.c

src/fltrate.h

src/gtozc.c

src/gtozc.h

src/interp.h

src/interpc.c

src/ldate.c

src/ldate.h

src/linterpc.c

src/lintrp.h

src/lintrp1.c

src/lintrp1inc.h

src/lprintf.c

src/lprintf.h

src/lscanf.c

src/macros.h

src/mdydate.h

src/metric.h

src/rtbrent.c

src/rtbrent.h

src/schedule.c

src/schedule.h

src/streamcf.c

src/streamcf.h

src/strutil.c

src/strutil.h

src/stub.c

src/stub.h

src/tcurve.c

src/tcurve.h

src/timeline.c

src/timeline.h

src/version.c

src/version.h

src/yearfrac.c

src/yearfrac.h

src/zcall.c

src/zcprvt.h

src/zcswap.c

src/zcswdate.c

src/zcswdate.h

src/zcswutil.c

src/zerocurve.c

src/zerocurve.h

src/zr2coup.c

src/zr2coup.h

src/zr2fwd.c

src/zr2fwd.h

tests/test-all.R

tests/testthat/IR.DV01.test.RData

tests/testthat/add.dates.test.RData

tests/testthat/check.rates.dates.test.RData

tests/testthat/implied.RR.test.RData

tests/testthat/sources/Caesars.png

tests/testthat/sources/Chorus.png

tests/testthat/sources/Electrolux.png

tests/testthat/sources/NorskeSkogindustrier.png

tests/testthat/sources/RadioShack.png

tests/testthat/sources/TokyoElectricPower.png

tests/testthat/sources/ToysRUs.png

tests/testthat/sources/Xerox.png

tests/testthat/spread.DV01.test.RData

tests/testthat/spread.test.RData

tests/testthat/spread.to.pd.test.RData

tests/testthat/test.CDS.R tests/testthat/test.CS10.R tests/testthat/test.IR.DV01.R tests/testthat/test.add.conventions.R tests/testthat/test.add.dates.R tests/testthat/test.adj.next.bus.day.R tests/testthat/test.build.rates.R tests/testthat/test.check.inputs.R tests/testthat/test.get.rates.R tests/testthat/test.implied.RR.test.R tests/testthat/test.pd.to.spread.R tests/testthat/test.rates.R tests/testthat/test.rec.risk.01.R tests/testthat/test.show.R tests/testthat/test.spread.DV01.R tests/testthat/test.spread.to.pd.R tests/testthat/test.spread.to.upfront.R tests/testthat/test.summary.R tests/testthat/test.upfront.to.spread.R

tests/testthat/update.test.RData

tests/testthat/upfront.test.RData

vignettes/CDS.bib

vignettes/CDS.pdf

vignettes/creditr.Rnw

vignettes/creditr.out

vignettes/images/AACDSspreadhist.png

vignettes/images/AlcoaBond.png

vignettes/images/AlcoaIncCDS.jpg

vignettes/images/AlcoaIncCDSCalculator.jpg

vignettes/images/AlcoaIncCDSDeal.jpg

vignettes/images/AlcoaIncCDSMarket.jpg

vignettes/images/BloombergCDSAlcoa.png

vignettes/images/BloombergIRJun2.png

vignettes/images/CDScreditevent.png

vignettes/images/CDScurve.png

vignettes/images/CDSmechanics.png

vignettes/images/CDSnoevent.png

vignettes/images/CDSnotional.png

vignettes/images/DynYieldCurve.png

vignettes/images/MarkitAlcoaNegUpf.png

vignettes/images/MarkitCDSAlcoa.jpg

vignettes/images/MarkitCDSAlcoa.png

vignettes/images/MarkitIRJun2.png

vignettes/images/MoodysRatings.png

vignettes/images/Ratings.jpeg

vignettes/images/RatingsList.png

vignettes/images/SPRatings.png

vignettes/images/YieldCurve.png

vignettes/jsslogo.jpg

Yuanchu/creditr documentation built on May 10, 2019, 1:11 a.m.