Package: creditr 0.6.2

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.

Authors:Yanrong Song [aut, cre], Zijie Zhu [aut], David Kane [aut], Heidi Chen [aut], Yuanchu Dang [aut], Yang Lu [aut], Kanishka Malik [aut], Skylar Smith [aut], International Swaps and Derivatives Association [cph]

creditr_0.6.2.tar.gz
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creditr_0.6.2.tgz(r-4.5-x86_64)creditr_0.6.2.tgz(r-4.5-arm64)creditr_0.6.2.tgz(r-4.4-x86_64)creditr_0.6.2.tgz(r-4.4-arm64)creditr_0.6.2.tgz(r-4.3-x86_64)creditr_0.6.2.tgz(r-4.3-arm64)
creditr_0.6.2.tar.gz(r-4.5-noble)creditr_0.6.2.tar.gz(r-4.4-noble)
creditr_0.6.2.tgz(r-4.4-emscripten)creditr_0.6.2.tgz(r-4.3-emscripten)
creditr.pdf |creditr.html✨
creditr/json (API)

# Install 'creditr' in R:
install.packages('creditr', repos = c('https://yanrong-stacy-song.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/yanrong-stacy-song/creditr/issues

Datasets:
  • rates - LIBOR rates from 2004-01-01 to 2015-08-03

On CRAN:

Conda:

5.05 score 32 scripts 437 downloads 24 exports 102 dependencies

Last updated 7 days agofrom:6503aaac00. Checks:1 OK, 11 NOTE. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 24 2025
R-4.5-win-x86_64NOTEMar 24 2025
R-4.5-mac-x86_64NOTEMar 24 2025
R-4.5-mac-aarch64NOTEMar 24 2025
R-4.5-linux-x86_64NOTEMar 24 2025
R-4.4-win-x86_64NOTEMar 24 2025
R-4.4-mac-x86_64NOTEMar 24 2025
R-4.4-mac-aarch64NOTEMar 24 2025
R-4.4-linux-x86_64NOTEMar 24 2025
R-4.3-win-x86_64NOTEMar 24 2025
R-4.3-mac-x86_64NOTEMar 24 2025
R-4.3-mac-aarch64NOTEMar 24 2025

Exports:add_conventionsadd_datesadj_next_bus_daybuild_ratescall_ISDACDScheck_inputsCS10download_FREDdownload_markitget_ratesget_raw_markitimplied_RRIR_DV01pd_to_spreadPV01rec_risk_01separate_YMDshowspread_DV01spread_to_pdspread_to_upfrontsummaryupfront_to_spread

Dependencies:askpassbase64encbitopsbrewbriobslibcachemcallrclicliprcommonmarkcpp11crayoncredentialscurldescdevtoolsdiffobjdigestdownlitellipsisevaluatefansifastmapfontawesomefsgertghgitcredsgluehighrhtmltoolshtmlwidgetshttpuvhttr2inijquerylibjsonliteknitrlaterlatticelifecyclemagrittrmemoisemimeminiUIopensslpillarpkgbuildpkgconfigpkgdownpkgloadpraiseprettyunitsprocessxprofvispromisespspurrrquantmodR6raggrappdirsrcmdcheckRcppRCurlremotesrlangrmarkdownroxygen2rprojrootrstudioapirversionssasssessioninfoshinysourcetoolsstringistringrsyssystemfontstestthattextshapingtibbletinytexTTRurlcheckerusethisutf8vctrswaldowhiskerwithrxfunXMLxml2xopenxtablextsyamlzipzoo

Credit Default Swaps with R

Rendered fromcreditr.Rnwusingutils::Sweaveon Mar 24 2025.

Last update: 2025-01-08
Started: 2024-12-15