crp.CSFP (version 2.0.2)

CreditRisk+ Portfolio Model

Description

Modelling credit risks based on the concept of "CreditRisk+", First Boston Financial Products, 1997 and "CreditRisk+ in the Banking Industry", Gundlach & Lehrbass, Springer, 2003.

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Install

install.packages('crp.CSFP')

Monthly Downloads

66

Version

2.0.2

License

GPL-2

Maintainer

Last Published

September 11th, 2016

Functions in crp.CSFP (2.0.2)