credule (0.1.3)

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Credit Default Swap Functions.

https://github.com/lampalork/credule
http://cran.r-project.org/web/packages/credule

It provides functions to bootstrap Credit Curves from market quotes (Credit Default Swap - CDS - spreads) and price Credit Default Swaps - CDS.

Maintainer: Bertrand Le Nezet
Author(s): Bertrand Le Nezet [cre, aut, cph], Richard Brent [ctb, cph], John Burkardt [ctb, cph]

License: MIT + file LICENSE

Uses: knitr

Released about 2 years ago.


2 previous versions

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