Package: credule 0.1.3

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.

Authors:Bertrand Le Nezet [cre, aut, cph], Richard Brent [ctb, cph], John Burkardt [ctb, cph]

credule_0.1.3.tar.gz
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credule.pdf |credule.html✨
credule/json (API)

# Install 'credule' in R:
install.packages('credule', repos = c('https://blenezet.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/lampalork/credule/issues

On CRAN:

2 exports 5 stars 1.33 score 0 dependencies 1 dependents 11 scripts 253 downloads

Last updated 9 years agofrom:59d54edc4c. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 07 2024
R-4.5-win-x86_64OKSep 07 2024
R-4.5-linux-x86_64OKSep 07 2024
R-4.4-win-x86_64OKSep 07 2024
R-4.4-mac-x86_64OKSep 07 2024
R-4.4-mac-aarch64OKSep 07 2024
R-4.3-win-x86_64OKSep 07 2024
R-4.3-mac-x86_64OKSep 07 2024
R-4.3-mac-aarch64OKSep 07 2024

Exports:bootstrapCDSpriceCDS

Dependencies:

Credit Curve Bootstrapping

Bertrand Le Nezet

Rendered fromcredule.Rmdusingknitr::rmarkdownon Sep 07 2024.

Last update: 2015-08-04
Started: 2015-07-31