CreditMetrics (0.0-1)

Functions for calculating the CreditMetrics risk model.

http://cran.r-project.org/web/packages/CreditMetrics

A set of functions for computing the CreditMetrics risk model

Maintainer: Andreas Wittmann
Author(s): Andreas Wittmann <andreas_wittmann@gmx.de>

License: Unlimited

Uses: Does not use any package

Released about 13 years ago.