credule: Credit Default Swap Functions

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

Version: 0.1.4
Depends: R (≥ 2.14.1)
Suggests: knitr
Published: 2020-05-10
DOI: 10.32614/CRAN.package.credule
Author: Bertrand Le Nezet [cre, aut, cph], Richard Brent [ctb, cph], John Burkardt [ctb, cph]
Maintainer: Bertrand Le Nezet <bertrand.lenezet at>
License: MIT + file LICENSE
NeedsCompilation: yes
In views: Finance
CRAN checks: credule results


Reference manual: credule.pdf
Vignettes: Credit Curve Bootstrapping


Package source: credule_0.1.4.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): credule_0.1.4.tgz, r-oldrel (arm64): credule_0.1.4.tgz, r-release (x86_64): credule_0.1.4.tgz, r-oldrel (x86_64): credule_0.1.4.tgz
Old sources: credule archive


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