creditr (0.6.1)

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Credit Default Swaps in R.

Provides tools for pricing credit default swaps using C code for the International Swaps and Derivatives Association (ISDA) CDS Standard Model. See for more information about the model and for license details for the C code.

Maintainer: Yuanchu Dang
Author(s): c(person("Heidi", "Chen", role = c("aut"), email = ""), person("Yuanchu", "Dang", role = c("aut"), email = ""), person("David", "Kane", role = c("aut"), email = ""), person("Yang", "Lu", role = c("aut", "cre"), email = ""), person("Skylar", "Smith", role = c("aut"), email = ""), person("Kanishka", "Malik", role = c("aut"), email = ""), person("Miller Zijie", "Zhu", role = c("aut"), email = ""))

License: file LICENSE

Uses: devtools, quantmod, Rcpp, RCurl, XML, xts, zoo, testthat

Released almost 3 years ago.



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