davidkane9/creditr: Credit Default Swaps in R

Provides tools for pricing credit default swaps using C code from the International Swaps and Derivatives Association (ISDA) CDS Standard Model. See <http://www.cdsmodel.com/cdsmodel/documentation.html> for more information about the model and <http://www.cdsmodel.com/cdsmodel/cds-disclaimer.html> for license details for the C code.

README.md

Vignettes Man pages API and functions Files

Package details
Author	c(person("Heidi", "Chen", role = c("aut"), email = "s.heidi.chen@gmail.com"), person("Yuanchu", "Dang", role = c("aut"), email = "yuanchu.dang@gmail.com"), person("David", "Kane", role = c("aut"), email = "dave.kane@gmail.com"), person("Yang", "Lu", role = c("aut", "cre"), email = "yang.lu2014@gmail.com"), person("Skylar", "Smith", role = c("aut"), email = "sws2@williams.edu"), person("Kanishka", "Malik", role = c("aut"), email = "kanishkamalik@gmail.com"), person("Miller Zijie", "Zhu", role = c("aut"), email = "zijie.zhu@williams.com"))
Maintainer	David Kane <dave.kane@gmail.com>
License	file LICENSE
Version	0.6.1.9002
URL	https://github.com/davidkane9/creditr
Package repository	View on GitHub
Installation	Install the latest version of this package by entering the following in R: `install.packages("remotes") remotes::install_github("davidkane9/creditr")`