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 |
| 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 El Capitan binaries: | r-release: creditr_0.6.1.tgz |
| OS X Mavericks binaries: | r-oldrel: creditr_0.6.1.tgz |
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