add.conventions | Return accounting conventions |
add.dates | Return CDS dates. |
adj.next.bus.day | Adjust to next business day. |
call.ISDA | call ISDA c function |
creditrISDA | The creditrISDA package. |
get.rates | Get interest rates from rates.RData or the Markit website |
rates | LIBOR rates from 2004-01-01 to 2014-08-23 |
separate.YMD | Separate Year/Month/Day |
spread.to.upfront | Calculate Upfront Payments |
upfront.to.spread | Calculate Spread with a Given Upfront |
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