hsloot/cvalr: Credit Derivative Valuation in R

Methods required for the valuation of credit derivatives.

Getting started

Package details

Maintainer
LicenseMIT + file LICENSE
Version0.5.3
URL https://github.com/hsloot/cvalr
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("hsloot/cvalr")
hsloot/cvalr documentation built on Sept. 24, 2022, 9:25 a.m.