CreditMetrics: Functions for calculating the CreditMetrics risk model

A set of functions for computing the CreditMetrics risk model

Version: 0.0-2
Depends: R (≥ 2.2.0)
Published: 2009-02-01
Author: Andreas Wittmann
Maintainer: Andreas Wittmann <andreas_wittmann at>
License: Unlimited
NeedsCompilation: no
In views: Finance
CRAN checks: CreditMetrics results


Reference manual: CreditMetrics.pdf
Package source: CreditMetrics_0.0-2.tar.gz
MacOS X binary: CreditMetrics_0.0-2.tgz
Windows binary:
Old sources: CreditMetrics archive