Package: creditr
Version: 0.6.2
Date: 2025-01-07
Title: Credit Default Swaps
Authors@R: c(
      person(given = "Yanrong", 
             family = "Song", 
             role = c("aut", "cre"), 
             email = "yrsong129@gmail.com"),
      person(given = "Zijie", 
             family = "Zhu", 
             role = "aut", 
             email = "zijie.miller.zhu@gmail.com"),
      person(given = "David", 
             family = "Kane", 
             role = "aut", 
             email = "dave.kane@gmail.com"),
      person(given = "Heidi", 
             family = "Chen", 
             role = "aut", 
             email = "s.heidi.chen@gmail.com"),
      person(given = "Yuanchu", 
             family = "Dang", 
             role = "aut", 
             email = "yuanchu.dang@gmail.com"),
      person(given = "Yang", 
             family = "Lu", 
             role = "aut", 
             email = "yang.lu2014@gmail.com"),
      person(given = "Kanishka", 
             family = "Malik", 
             role = "aut", 
             email = "kanishkamalik@gmail.com"),
      person(given = "Skylar", 
             family = "Smith", 
             role = "aut", 
             email = "sws2@williams.edu"),
      person(given = "International Swaps and Derivatives Association", 
             role = "cph", 
             comment = "Copyright holder of the free CDS standard model code used in this package")
  )
Depends: R (>= 3.1.0)
Imports: utils, methods, RCurl, XML, zoo, xts
LinkingTo: Rcpp
Suggests: devtools, testthat
License: file LICENSE
URL: https://github.com/yanrong-stacy-song/creditr
Description: 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.
LazyData: true
RoxygenNote: 7.3.2
Encoding: UTF-8
Config/pak/sysreqs: make libxml2-dev
Repository: https://yanrong-stacy-song.r-universe.dev
Date/Publication: 2025-09-05 02:23:05 UTC
RemoteUrl: https://github.com/yanrong-stacy-song/creditr
RemoteRef: HEAD
RemoteSha: 9f070a1c0e916ef3867925612829d1ac4a456e4c
NeedsCompilation: yes
Packaged: 2026-06-05 06:06:35 UTC; root
Author: 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] (Copyright holder
    of the free CDS standard model code used in this package)
Maintainer: Yanrong Song <yrsong129@gmail.com>