Credit Default Swaps R package creditr version 0.6.2 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. Software Depends: R (>= 3.1.0) Imports: utils, quantmod, devtools, methods, Rcpp (>= 0.10.6), RCurl, XML, zoo, xts LinkingTo: Rcpp Suggests: testthat Yanrong Song <yrsong129@gmail.com> Comprehensive R Archive Network (CRAN) 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) file LICENSE (https://CRAN.R-project.org/package=creditr/LICENSE) 2024-12-19 application/tgz https://CRAN.R-project.org/package=creditr doi:10.32614/CRAN.package.creditr