creditr: Credit Default Swaps in R

Provides tools for pricing credit default swaps using C code for the International Swaps and Derivatives Association (ISDA) CDS Standard Model. See <> for more information about the model and <> for license details for the C code.

Version: 0.6.1
Depends: R (≥ 3.1.0)
Imports: utils, quantmod, devtools, methods, Rcpp (≥ 0.10.6), RCurl, XML, zoo, xts
LinkingTo: Rcpp
Suggests: testthat
Published: 2015-08-12
Author: c(person("Heidi", "Chen", role = c("aut"), email = ""), person("Yuanchu", "Dang", role = c("aut"), email = ""), person("David", "Kane", role = c("aut"), email = ""), person("Yang", "Lu", role = c("aut", "cre"), email = ""), person("Skylar", "Smith", role = c("aut"), email = ""), person("Kanishka", "Malik", role = c("aut"), email = ""), person("Miller Zijie", "Zhu", role = c("aut"), email = ""))
Maintainer: Yuanchu Dang <yuanchu.dang at>
License: file LICENSE
NeedsCompilation: yes
CRAN checks: creditr results


Reference manual: creditr.pdf
Vignettes: Credit Default Swaps with R
Package source: creditr_0.6.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: creditr_0.6.1.tgz, r-oldrel: creditr_0.6.1.tgz


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