Package: LDPD
Type: Package
Title: Probability of Default Calibration
Version: 1.1.2
Date: 2015-05-20
Author: Denis Surzhko
Maintainer: Denis Surzhko <densur@gmail.com>
Description: Implementation of most popular approaches to PD (probability of default) calibration: Quasi Moment Matching algorithm (D. Tasche), algorithm proposed by M. van der Burgt, K. Pluto and D. Tasche's most prudent estimation methodology.
License: GPL-2
Imports: MASS, nleqslv
Packaged: 2015-05-20 18:33:44 UTC; denis
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2015-05-21 09:42:38
