Package: CreditRisk 0.1.7

Alessandro Cimarelli

CreditRisk: Evaluation of Credit Risk with Structural and Reduced Form Models

Evaluation of default probability of sovereign and corporate entities based on structural or intensity based models and calibration on market Credit Default Swap quotes. References: Damiano Brigo, Massimo Morini, Andrea Pallavicini (2013) <doi:10.1002/9781118818589>. Print ISBN: 9780470748466, Online ISBN: 9781118818589. © 2013 John Wiley & Sons Ltd.

Authors:Alessandro Cimarelli [aut, cre], Nicolò Manca [aut]

CreditRisk_0.1.7.tar.gz
CreditRisk_0.1.7.zip(r-4.7-any)CreditRisk_0.1.7.zip(r-4.6-any)
CreditRisk_0.1.7.tar.gz(r-4.7-any)CreditRisk_0.1.7.tar.gz(r-4.6-any)
CreditRisk_0.1.7.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
CreditRisk/json (API)

# Install 'CreditRisk' in R:
install.packages('CreditRisk', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))
Datasets:

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.59 score 3 stars 13 scripts 262 downloads 13 exports 0 dependencies

Last updated from:10fc2789e6. Checks:6 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK118
source / vignettesOK187
linux-releaseOK139
windows-develOK61
windows-releaseOK64
wasm-releaseOK97

Exports:at1pBlackCoxcalibrate.at1pcalibrate.BlackCoxcalibrate.cdscalibrate.sbtvcdscds2cum_normal_densitygeneralized_black_scholesMertonMerton.simsbtv

Dependencies: