credule: Credit Default Swap Functions

It provides functions to bootstrap Credit Curves from market quotes (Credit Default Swap - CDS - spreads) and price Credit Default Swaps - CDS.

Version: 0.1.3
Depends: R (≥ 2.14.1)
Suggests: knitr
Published: 2015-08-05
Author: Bertrand Le Nezet [cre, aut, cph], Richard Brent [ctb, cph], John Burkardt [ctb, cph]
Maintainer: Bertrand Le Nezet <bertrand.lenezet at gmail.com>
BugReports: https://github.com/lampalork/credule/issues
License: MIT + file LICENSE
URL: https://github.com/lampalork/credule
NeedsCompilation: yes
In views: Finance
CRAN checks: credule results

Downloads:

Reference manual: credule.pdf
Vignettes: Credit Curve Bootstrapping
Package source: credule_0.1.3.tar.gz
Windows binaries: r-devel: credule_0.1.3.zip, r-release: credule_0.1.3.zip, r-oldrel: credule_0.1.3.zip
OS X Mavericks binaries: r-release: credule_0.1.3.tgz, r-oldrel: credule_0.1.3.tgz
Old sources: credule archive

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