R packages by yanrong-stacy-song

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.

Last updated 1 days ago

4.67 score 31 scripts 125 downloads

backtestGraphics - Interactive Graphics for Portfolio Data

Creates an interactive graphics interface to visualize backtest results of different financial instruments, such as equities, futures, and credit default swaps. The package does not run backtests on the given data set but displays a graphical explanation of the backtest results. Users can look at backtest graphics for different instruments, investment strategies, and portfolios. Summary statistics of different portfolio holdings are shown in the left panel, and interactive plots of profit and loss (P&L), net market value (NMV) and gross market value (GMV) are displayed in the right panel.

Last updated 1 days ago

4.18 score 4 scripts 126 downloads