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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]
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 20 Feb. 2025.
Previous versions and publish date:
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
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