A set of functions for computing the CreditMetrics risk model
| Version: | 0.0-2 |
| Depends: | R (≥ 2.2.0) |
| Published: | 2009-02-01 |
| Author: | Andreas Wittmann |
| Maintainer: | Andreas Wittmann <andreas_wittmann at gmx.de> |
| License: | Unlimited |
| In views: | Finance |
| CRAN checks: | CreditMetrics results |
| Package source: | CreditMetrics_0.0-2.tar.gz |
| MacOS X binary: | CreditMetrics_0.0-2.tgz |
| Windows binary: | CreditMetrics_0.0-2.zip |
| Reference manual: | CreditMetrics.pdf |
| Old sources: | CreditMetrics archive |