Man pages for davidkane9/creditr
Credit Default Swaps in R
| add_conventions | Return accounting conventions |
| add_dates | Return CDS dates. |
| adj_next_bus_day | Adjust to next business day. |
| build_rates | Build a data frame containing interest rates for CDS pricing |
| call_ISDA | call ISDA c function |
| CDS | Build a 'CDS' class object given the input about a CDS... |
| CDS-class | CDS Class |
| check_inputs | Check whether inputs from the data frame are valid. |
| creditr | The creditr package. |
| CS10 | Calculate CS10 |
| download_FRED | Get Rates from FRED |
| download_markit | Get rates from Markit |
| get_rates | Get interest rates from rates.RData or the Markit website |
| get_raw_markit | Get raw data from Markit website. |
| implied_RR | Calculates Implied Recovery Rate |
| IR_DV01 | Calculate IR.DV01 |
| pd_to_spread | Calculate spread with Default Probability |
| PV01 | Calculate PV01 |
| rates | LIBOR rates from 2004-01-01 to 2015-08-03 |
| rec_risk_01 | Calculate Recovery Rate Changes |
| separate_YMD | Separate Year/Month/Day |
| show-methods | Show Method |
| spread_DV01 | Calculate Spread Change |
| spread_to_pd | Calcualte Default Probability with Spread |
| spread_to_upfront | Calculate Upfront Payments |
| summary-methods | Summary Method |
| upfront_to_spread | Calculate Spread with a Given Upfront |
