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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: creditr_0.6.2.zip, r-release: creditr_0.6.2.zip, 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 |
Please use the canonical form https://CRAN.R-project.org/package=creditr to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.