Price credit default swaps using 'C' code from the International Swaps and Derivatives Association CDS Standard Model. See <https://www.cdsmodel.com/cdsmodel/documentation.html> for more information about the model and <https://www.cdsmodel.com/cdsmodel/cds-disclaimer.html> for license details for the 'C' code.
| Version: | 0.6.2 |
| Depends: | R (≥ 3.1.0) |
| Imports: | utils, quantmod, devtools, methods, Rcpp (≥ 0.10.6), RCurl, XML, zoo, xts |
| LinkingTo: | Rcpp |
| Suggests: | testthat |
| Published: | 2024-12-19 |
| DOI: | 10.32614/CRAN.package.creditr |
| Author: | Yanrong Song [aut, cre], Zijie Zhu [aut], David Kane [aut], Heidi Chen [aut], Yuanchu Dang [aut], Yang Lu [aut], Kanishka Malik [aut], Skylar Smith [aut], International Swaps and Derivatives Association [cph] (Copyright holder of the free CDS standard model code used in this package) |
| Maintainer: | Yanrong Song <yrsong129 at gmail.com> |
| License: | file LICENSE |
| URL: | https://github.com/yanrong-stacy-song/creditr |
| NeedsCompilation: | yes |
| Materials: | README |
| CRAN checks: | creditr results |
| Reference manual: | creditr.pdf |
| Vignettes: |
Credit Default Swaps with R (source, R code) |
| Package source: | creditr_0.6.2.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: creditr_0.6.2.zip |
| macOS binaries: | r-release (arm64): creditr_0.6.2.tgz, r-oldrel (arm64): creditr_0.6.2.tgz, r-release (x86_64): creditr_0.6.2.tgz, r-oldrel (x86_64): creditr_0.6.2.tgz |
| Old sources: | creditr archive |
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