Contains trades from the five major assets classes and also functionality to use pricing curves, rating tables, CSAs and add-on tables. The implementation follows an object oriented logic whereby each trade inherits from more abstract classes while also the curves/tables are objects. There is a lot of functionality focusing on the counterparty credit risk calculations however the package can be used for trading applications in general.
|Date of publication||2016-11-29 20:08:18|
|Maintainer||Tasos Grivas <firstname.lastname@example.org>|
|Package repository||View on R-Forge|
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