CreditMetrics: Functions for calculating the CreditMetrics risk model

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>
License: Unlimited
NeedsCompilation: no
In views: Finance
CRAN checks: CreditMetrics results


Reference manual: CreditMetrics.pdf
Package source: CreditMetrics_0.0-2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: CreditMetrics_0.0-2.tgz, r-oldrel: CreditMetrics_0.0-2.tgz
Old sources: CreditMetrics archive


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