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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

VersionRepositoryFileSize
0.1.4 rolling linux/jammy R-4.5 credule_0.1.4.tar.gz 61.1 KiB
0.1.4 rolling linux/noble R-4.5 credule_0.1.4.tar.gz 60.9 KiB
0.1.4 rolling source/ R- credule_0.1.4.tar.gz 38.9 KiB
0.1.4 latest linux/jammy R-4.5 credule_0.1.4.tar.gz 61.1 KiB
0.1.4 latest linux/noble R-4.5 credule_0.1.4.tar.gz 60.9 KiB
0.1.4 latest source/ R- credule_0.1.4.tar.gz 38.9 KiB
0.1.4 2026-04-26 source/ R- credule_0.1.4.tar.gz 38.9 KiB
0.1.4 2026-04-23 source/ R- credule_0.1.4.tar.gz 38.9 KiB
0.1.4 2026-04-09 windows/windows R-4.5 credule_0.1.4.zip 69.2 KiB
0.1.4 2025-04-20 source/ R- credule_0.1.4.tar.gz 38.9 KiB

Dependencies (latest)

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