Functions for calculating the CreditMetrics risk model

A set of functions for computing the CreditMetrics risk model


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install.packages("CreditMetrics")

0.0-2 by Andreas Wittmann, 10 years ago


Browse source code at https://github.com/cran/CreditMetrics


Authors: Andreas Wittmann <[email protected]>


Documentation:   PDF Manual  


Task views: Empirical Finance


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