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.
- Version0.1.4
- R versionunknown
- LicenseMIT
- Needs compilation?Yes
- Last release05/10/2020
Documentation
Team
Bertrand Le Nezet
John Burkardt
Show author detailsRolesContributor, Copyright holderRichard Brent
Show author detailsRolesContributor, Copyright holder
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