crp.CSFP (2.0.1)

CreditRisk+ Portfolio Model.

http://cran.r-project.org/web/packages/crp.CSFP

Modelling credit risks based on the concept of "CreditRisk+", First Boston Financial Products, 1997 and "CreditRisk+ in the Banking Industry", Gundlach & Lehrbass, Springer, 2003.

Maintainer: Kevin Jakob
Author(s): Kevin Jakob, Dr. Matthias Fischer & Stefan Kolb

License: GPL-2

Uses: MASS

Released almost 4 years ago.