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 <http://www.cdsmodel.com/cdsmodel/documentation.html> for more information about the model and <http://www.cdsmodel.com/cdsmodel/cds-disclaimer.html> 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 = "s.heidi.chen@gmail.com"), person("Yuanchu", "Dang", role = c("aut"), email = "yuanchu.dang@gmail.com"), person("David", "Kane", role = c("aut"), email = "dave.kane@gmail.com"), person("Yang", "Lu", role = c("aut", "cre"), email = "yang.lu2014@gmail.com"), person("Skylar", "Smith", role = c("aut"), email = "sws2@williams.edu"), person("Kanishka", "Malik", role = c("aut"), email = "kanishkamalik@gmail.com"), person("Miller Zijie", "Zhu", role = c("aut"), email = "zijie.zhu@williams.com"))
Maintainer: Yuanchu Dang <yuanchu.dang at gmail.com>
License: file LICENSE
URL: https://github.com/davidkane9/creditr
NeedsCompilation: yes
CRAN checks: creditr results

Downloads:

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

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