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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.4 |
2026-04-09 windows/windows R-4.5 | credule_0.1.4.zip |
69.2 KiB |