Other packages > Find by keyword >

creditr  

Credit Default Swaps
View on CRAN: Click here


Download and install creditr package within the R console
Install from CRAN:
install.packages("creditr")

Install from Github:
library("remotes")
install_github("cran/creditr")

Install by package version:
library("remotes")
install_version("creditr", "0.6.2")



Attach the package and use:
library("creditr")
Maintained by
Yanrong Song
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-08-12
Latest Update: 2024-12-19
Description:
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.
How to cite:
Yanrong Song (2015). creditr: Credit Default Swaps. R package version 0.6.2, https://cran.r-project.org/web/packages/creditr. Accessed 30 Jul. 2026.
Previous versions and publish date:
(2026-07-09 07:29), 0.6.1 (2015-08-12 20:12)
Other packages that cited creditr R package
View creditr citation profile
Other R packages that creditr depends, imports, suggests or enhances
Complete documentation for creditr
Functions, R codes and Examples using the creditr R package
Full creditr package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

RolWinMulCor  
Subroutines to Estimate Rolling Window Multiple Correlation
Rolling Window Multiple Correlation ('RolWinMulCor') estimates the rolling (running) window correlat ...
Download / Learn more Package Citations See dependency  
radiant.data  
Data Menu for Radiant: Business Analytics using R and Shiny
The Radiant Data menu includes interfaces for loading, saving, viewing, visualizing, summarizing, t ...
Download / Learn more Package Citations See dependency  
SRCS  
Statistical Ranking Color Scheme for Multiple Pairwise Comparisons
Implementation of the SRCS method for a color-based visualization of the results of multiple pairwis ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
extremefit  
Estimation of Extreme Conditional Quantiles and Probabilities
Extreme value theory, nonparametric kernel estimation, tail conditional probabilities, extreme cond ...
Download / Learn more Package Citations See dependency  
trajectories  
Classes and Methods for Trajectory Data
Classes and methods for trajectory data, with support for nesting individual Track objects in track ...
Download / Learn more Package Citations See dependency  

27,987

R Packages

239,283

Dependencies

74,234

Author Associations

27,988

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA