Other packages > Find by keyword >

credule  

Credit Default Swap Functions
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("credule", "0.1.4")



Attach the package and use:
library("credule")
Maintained by
Bertrand Le Nezet
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-07-25
Latest Update: 2020-05-10
Description:
It provides functions to bootstrap Credit Curves from market quotes (Credit Default Swap - CDS - spreads) and price Credit Default Swaps - CDS.
How to cite:
Bertrand Le Nezet (2015). credule: Credit Default Swap Functions. R package version 0.1.4, https://cran.r-project.org/web/packages/credule. Accessed 15 Jul. 2026.
Previous versions and publish date:
(2026-07-09 07:29), 0.1.2 (2015-07-27 23:14), 0.1.3 (2015-08-05 09:30), 0.1 (2015-07-25 23:13)
Other packages that cited credule R package
View credule citation profile
Other R packages that credule depends, imports, suggests or enhances
Complete documentation for credule
Functions, R codes and Examples using the credule R package
Some associated functions: bootstrapCDS . credule-package . priceCDS . 
Some associated R codes: credule.R .  Full credule package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

footBayes  
Fitting Bayesian and MLE Football Models
This is the first package allowing for the estimation, visualization and prediction of the most wel ...
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  
binhf  
Haar-Fisz Functions for Binomial Data
Binomial Haar-Fisz transforms for Gaussianization as in Nunes and Nason (2009). ...
Download / Learn more Package Citations See dependency  
gamlss.add  
Extra Additive Terms for Generalized Additive Models for Location Scale and Shape
Interface for extra smooth functions including tensor products, neural networks and decision trees. ...
Download / Learn more Package Citations See dependency  
SECFISH  
Disaggregate Variable Costs
These functions were developed within SECFISH project (Strengthening regional cooperation in the are ...
Download / Learn more Package Citations See dependency  
gscaLCA  
Generalized Structure Component Analysis- Latent Class Analysis & Latent Class Regression
Execute Latent Class Analysis (LCA) and Latent Class Regression (LCR) by using Generalized Structu ...
Download / Learn more Package Citations See dependency  

27,806

R Packages

239,283

Dependencies

73,837

Author Associations

27,807

Publication Badges

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