A set of functions for computing the CreditMetrics risk model
| Version: | 0.0-1 |
| Depends: | R (≥ 2.2.0) |
| Date: | 2006-10-18 |
| Author: | Andreas Wittmann |
| Maintainer: | Andreas Wittmann <andreas_wittmann at gmx.de> |
| License: | Unlimited |
| In views: | Finance |
| CRAN checks: | CreditMetrics results |
Downloads:
| Package source: | CreditMetrics_0.0-1.tar.gz |
| MacOS X binary: | CreditMetrics_0.0-1.tgz |
| Windows binary: | CreditMetrics_0.0-1.zip |
| Reference manual: | CreditMetrics.pdf |