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credule (version 0.1.3)

Credit Default Swap Functions

Description

It provides functions to bootstrap Credit Curves from market quotes (Credit Default Swap - CDS - spreads) and price Credit Default Swaps - CDS.

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Install

install.packages('credule')

Monthly Downloads

257

Version

0.1.3

License

MIT + file LICENSE

Issues

1

Pull Requests

0

Stars

5

Forks

1

Maintainer

Bertrand Le Nezet

Last Published

August 5th, 2015

Functions in credule (0.1.3)