DtD (0.2.0)

Distance to Default.


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 about 1 year ago.