DtD (0.2.1)

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Distance to Default.

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

Provides fast methods to work with Merton's distance to default model introduced in Merton (1974) . The methods includes simulation and estimation of the parameters.

Maintainer: Benjamin Christoffersen
Author(s): Benjamin Christoffersen [cre, aut], R-core [cph]

License: GPL-2

Uses: checkmate, Rcpp, testthat, microbenchmark, knitr, rmarkdown

Released 10 months ago.


2 previous versions

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