Package: credule
Version: 0.1
Date: 2015-07-16
Title: Credit Default Swap Functions
Authors@R: c(person("Bertrand", "Le Nezet", role = c("cre","ctb", "cph"), email = "bertrand.lenezet@gmail.com" ))
Maintainer: Bertrand Le Nezet <bertrand.lenezet@gmail.com>
Depends: R (>= 2.14.1)
Description: One function to bootstrap a credit curve from market quotes (Credit Default Swap spreads) and another function to price Credit Default Swaps from a credit curve.
License: MIT + file LICENSE
NeedsCompilation: yes
Packaged: 2015-07-25 16:24:10 UTC; pc
Author: Bertrand Le Nezet [cre, ctb, cph]
Repository: CRAN
Date/Publication: 2015-07-25 23:13:39
