creditr
Credit Default Swaps
Price credit default swaps using 'C' code from the International Swaps and Derivatives Association CDS Standard Model. See <https://www.cdsmodel.com/cdsmodel/documentation.html> for more information about the model and <https://www.cdsmodel.com/cdsmodel/cds-disclaimer.html> for license details for the 'C' code.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.6.2 |
rolling linux/jammy R-4.5 | creditr_0.6.2.tar.gz |
1.4 MiB |
0.6.2 |
rolling linux/noble R-4.5 | creditr_0.6.2.tar.gz |
1.4 MiB |
0.6.2 |
rolling source/ R- | creditr_0.6.2.tar.gz |
1.2 MiB |
0.6.2 |
latest linux/jammy R-4.5 | creditr_0.6.2.tar.gz |
1.4 MiB |
0.6.2 |
latest linux/noble R-4.5 | creditr_0.6.2.tar.gz |
1.4 MiB |
0.6.2 |
latest source/ R- | creditr_0.6.2.tar.gz |
1.2 MiB |
0.6.2 |
2026-04-26 source/ R- | creditr_0.6.2.tar.gz |
1.2 MiB |
0.6.2 |
2026-04-23 source/ R- | creditr_0.6.2.tar.gz |
1.2 MiB |
0.6.2 |
2026-04-09 windows/windows R-4.5 | creditr_0.6.2.zip |
1.4 MiB |
0.6.2 |
2025-04-20 source/ R- | creditr_0.6.2.tar.gz |
1.2 MiB |