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 June 3, 2017, 10:44 a.m.