Package: creditr
Version: 0.6.2
Date: 2024-12-15
Title: Credit Default Swaps
Authors@R: c(
      person(given = "Yanrong", 
             family = "Song", 
             role = c("aut", "cre"), 
             email = "yrsong129@gmail.com"),
      person(given = "Zijie", 
             family = "Zhu", 
             role = "aut", 
             email = "zijie.miller.zhu@gmail.com"),
      person(given = "David", 
             family = "Kane", 
             role = "aut", 
             email = "dave.kane@gmail.com"),
      person(given = "Heidi", 
             family = "Chen", 
             role = "aut", 
             email = "s.heidi.chen@gmail.com"),
      person(given = "Yuanchu", 
             family = "Dang", 
             role = "aut", 
             email = "yuanchu.dang@gmail.com"),
      person(given = "Yang", 
             family = "Lu", 
             role = "aut", 
             email = "yang.lu2014@gmail.com"),
      person(given = "Kanishka", 
             family = "Malik", 
             role = "aut", 
             email = "kanishkamalik@gmail.com"),
      person(given = "Skylar", 
             family = "Smith", 
             role = "aut", 
             email = "sws2@williams.edu"),
      person(given = "International Swaps and Derivatives Association", 
             role = "cph", 
             comment = "Copyright holder of the free CDS standard model code used in this package")
  )
Depends: R (>= 3.1.0)
Imports: utils, quantmod, devtools, methods, Rcpp (>= 0.10.6), RCurl,
        XML, zoo, xts
LinkingTo: Rcpp
Suggests: testthat
License: file LICENSE
URL: https://github.com/yanrong-stacy-song/creditr
Description: Price credit default swaps using
             'C' code from the International Swaps and Derivatives
             Association CDS Standard Model. See
             <https://www.cdsmodel.com/cdsmodel/documentation.html>
             for more information about the model and 
             <https://www.cdsmodel.com/cdsmodel/cds-disclaimer.html>
             for license details for the 'C' code.
LazyData: true
Repository: CRAN
RoxygenNote: 7.3.2
Encoding: UTF-8
NeedsCompilation: yes
Packaged: 2024-12-19 03:11:31 UTC; milz
Author: Yanrong Song [aut, cre],
  Zijie Zhu [aut],
  David Kane [aut],
  Heidi Chen [aut],
  Yuanchu Dang [aut],
  Yang Lu [aut],
  Kanishka Malik [aut],
  Skylar Smith [aut],
  International Swaps and Derivatives Association [cph] (Copyright holder
    of the free CDS standard model code used in this package)
Maintainer: Yanrong Song <yrsong129@gmail.com>
Date/Publication: 2024-12-19 21:00:02 UTC
Built: R 4.4.3; x86_64-w64-mingw32; 2026-02-02 04:37:07 UTC; windows
Archs: x64
