Man pages for davidkane9/creditrISDA
R Wrapper for ISDA CDS Standard Model for Evaluating Credit Default Swaps
| 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 |
