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DESCRIPTION
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DESCRIPTION
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Package: creditr
Version: 0.6.1.9002
Date: 2015-10-20
Title: Credit Default Swaps in R
Author: c(person("Heidi", "Chen", role = c("aut"),
email = "[email protected]"),
person("Yuanchu", "Dang", role = c("aut"),
email = "[email protected]"),
person("David", "Kane", role = c("aut"),
email = "[email protected]"),
person("Yang", "Lu", role = c("aut", "cre"),
email = "[email protected]"),
person("Skylar", "Smith", role = c("aut"),
email = "[email protected]"),
person("Kanishka", "Malik", role = c("aut"),
email = "[email protected]"),
person("Miller Zijie", "Zhu", role = c("aut"),
email = "[email protected]"))
Depends: R (>= 3.1.0)
Imports: utils,
quantmod,
devtools,
methods,
Rcpp (>= 0.10.6),
RCurl,
XML,
zoo,
xts
LinkingTo: Rcpp
Suggests: testthat
Maintainer: David Kane <[email protected]>
License: file LICENSE
URL: https://github.com/davidkane9/creditr
Description: Provides tools for pricing credit default swaps using
C code from the International Swaps and Derivatives
Association (ISDA) CDS Standard Model. See
<http://www.cdsmodel.com/cdsmodel/documentation.html>
for more information about the model and
<http://www.cdsmodel.com/cdsmodel/cds-disclaimer.html>
for license details for the C code.
LazyData: true
Repository: CRAN