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
credule_0.1.3.zip(r-4.7)credule_0.1.3.zip(r-4.6)credule_0.1.3.zip(r-4.5)
credule_0.1.3.tgz(r-4.6-x86_64)credule_0.1.3.tgz(r-4.6-arm64)credule_0.1.3.tgz(r-4.5-x86_64)credule_0.1.3.tgz(r-4.5-arm64)
credule_0.1.3.tar.gz(r-4.7-arm64)credule_0.1.3.tar.gz(r-4.7-x86_64)credule_0.1.3.tar.gz(r-4.6-arm64)credule_0.1.3.tar.gz(r-4.6-x86_64)
credule_0.1.3.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
credule/json (API)

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

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

On CRAN:

Conda:

4.59 score 7 stars 11 scripts 208 downloads 2 exports 0 dependencies

Last updated from:59d54edc4c. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK125
linux-devel-x86_64OK101
source / vignettesOK144
linux-release-arm64OK92
linux-release-x86_64OK95
macos-release-arm64OK363
macos-release-x86_64OK296
macos-oldrel-arm64OK136
macos-oldrel-x86_64OK250
windows-develOK88
windows-releaseOK113
windows-oldrelOK119
wasm-releaseOK96

Exports:bootstrapCDSpriceCDS

Dependencies:

Credit Curve Bootstrapping

Bertrand Le Nezet

Rendered fromcredule.Rmdusingknitr::rmarkdownon Jun 01 2026.

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