SP_defaults

<p>A three-dimensional array containing the default data for A-, BBB-, BB-,
  B- and C-rated companies for the years from 1981 to 2000.</p>

datasets

default

Various data sets (stocks, stock indices, constituent data, FX,
zero-coupon bond yield curves, volatility, commodities) for Quantitative
Risk Management practice.

Marius Hofert

qrmdata

Data Sets for Quantitative Risk Management Practice

Kurt Hornik

Alexander J. McNeil

default function

<p><code>xts</code> objects containing foreign exchange rates of
  Canadian Dollar (<code>CAD_*</code>), US Dollar (<code>USD_*</code>),
  British Pound (<code>GBP_*</code>), Euro (<code>EUR_*</code>), Swiss Francs
  (<code>CHF_*</code>), Japanese Yen (<code>JPY_*</code>), Chinese Yuan (<code>CNY_*</code>)
  with respect to USD (<code>*_USD</code>) and GBP (<code>*_GBP</code>) from
  2000-01-01 to 2015-12-31.</p>

Format

Author

Standard &amp; Poor's Default Data — default

Standard &amp; Poor's Default Data

default: Standard & Poor's Default Data

Description

Usage

Arguments

Format

Author

Examples