Bond Lab offers functions for the analysis and valuation of Mortgage and Asset Backed Securities. The implementation of Bond Lab focuses the valuation, structuring, and risk management of structured product investments.
|License:||GPL >= 3.0 restrictions: non-commerical use|
The package provides a suite of software for the analysis of strucutured products
Glenn M. Schultz, CFA
Maintainer: Glenn Schultz<[email protected]>
Glenn M. Schultz, CFA (2015): Investing in Mortgage and Asset Backed Securities with R and Open Source Analytics
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