credit: Credit Default Swap Data from 2007 to 2009.

Description Format


This data frame contains the information of 260 credit default swaps (CDS) from 2007-01-02 to 2009-12-31. The data sets is actually a combination of CDS backtest conducted under daily, weekly, monthly, and quartrly trading frequency. The strategy column contains the trading frequency.


A data frame with 7 variables

knightsay/backtestGraphics documentation built on April 3, 2018, 11:07 a.m.