Files in davidkane9/creditr

Credit Default Swaps in R

.Rbuildignore

.gitignore

DESCRIPTION

LICENSE

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/upfront_to_spread.R R/zzz.R README.md TO-DO.md cran-comments.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-that.R 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_add_dates.RData

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.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_spread_to_upfront.RData

tests/testthat/test_summary.R tests/testthat/test_upfront_to_spread.R

tests/testthat/test_upfront_to_spread.RData

vignettes/creditr.Rnw

vignettes/creditr.bib

vignettes/images/AlcoaIncCDS.jpg

vignettes/images/AlcoaIncCDSCalculator.jpg

vignettes/images/AlcoaIncCDSDeal.jpg

vignettes/images/AlcoaIncCDSMarket.jpg

vignettes/images/MarkitCDSAlcoa.jpg

vignettes/jss.cls

vignettes/jsslogo.jpg

davidkane9/creditr documentation built on May 15, 2019, 1:13 a.m.