Package: CreditRisk
Type: Package
Title: Evaluation of Credit Risk with Structural and Reduced Form
        Models
Version: 0.1.7
Date: 2024-04-18
Authors@R: c(
    person("Alessandro", "Cimarelli", email = "alessandro.cimarelli@icloud.com", role = c("aut", "cre")),
    person("Nicolò", "Manca", email = "n.manca1992@gmail.com", role = c("aut"))
    )
Maintainer: Alessandro Cimarelli <alessandro.cimarelli@icloud.com>
Description: 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.
License: MIT + file LICENSE
Encoding: UTF-8
LazyData: true
Imports: stats
RoxygenNote: 7.3.1
Suggests: testthat
NeedsCompilation: no
Packaged: 2026-07-13 08:18:25 UTC; root
Author: Alessandro Cimarelli [aut, cre], Nicolò Manca [aut]
Repository: https://cran.r-universe.dev
Date/Publication: 2024-04-20 02:31:08 UTC
RemoteUrl: https://github.com/cran/CreditRisk
RemoteRef: HEAD
RemoteSha: 10fc2789e6328e422b243593b313b2a635beb604