Package: CreditRisk
Type: Package
Title: Evaluation of Credit Risk with Structural and Reduced Form
        Models
Version: 0.1.3
Date: 2017-09-01
Author: Alessandro Cimarelli <alessandro.cimarelli@icloud.com> [anl, aut, cre]
	       Nicolò Manca <n.manca1992@gmail.com> [anl, aut, cre]
Maintainer: Alessandro Cimarelli <alessandro.cimarelli@icloud.com>
Description: Evaluation of default probability of sovereign and corporate entities based on structural or intensity based models and calibration on market Credit Default Swap quotes. Damiano Brigo, Massimo Morini, Andrea Pallavicini (2013): "Counterparty Credit Risk, Collateral and Funding. With Pricing Cases for All Asset Classes".
License: MIT + file LICENSE
Encoding: UTF-8
LazyData: true
Imports: fOptions, stats
RoxygenNote: 6.0.1
Suggests: testthat
NeedsCompilation: no
Packaged: 2018-01-20 16:55:45 UTC; amministratore
Repository: CRAN
Date/Publication: 2018-01-21 17:10:42 UTC
Built: R 4.0.2; ; 2020-07-15 23:51:59 UTC; unix
