credule (0.1.4)

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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.

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 18 days ago.

3 previous versions



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