c(person("Heidi", "Chen", role = c("aut"),
email = "s.heidi.chen@gmail.com"),
person("Yuanchu", "Dang", role = c("aut"),
email = "yuanchu.dang@gmail.com"),
person("David", "Kane", role = c("aut"),
email = "dave.kane@gmail.com"),
person("Yang", "Lu", role = c("aut", "cre"),
email = "yang.lu2014@gmail.com"),
person("Skylar", "Smith", role = c("aut"),
email = "sws2@williams.edu"),
person("Kanishka", "Malik", role = c("aut"),
email = "kanishkamalik@gmail.com"),
person("Miller Zijie", "Zhu", role = c("aut"),
email = "zijie.zhu@williams.com"))
utils, quantmod, devtools, methods, Rcpp (>= 0.10.6), RCurl,
XML, zoo, xts
Provides tools for pricing credit default swaps using
C code for the International Swaps and Derivatives
Association (ISDA) CDS Standard Model. See
<http://www.cdsmodel.com/cdsmodel/documentation.html>
for more information about the model and
<http://www.cdsmodel.com/cdsmodel/cds-disclaimer.html>
for license details for the C code.

Functions for constructing simultaneous credible bands and identifying subsets via the "credible subsets" (also called "credible subgroups") method.

Functions for constructing simultaneous credible bands and identifying subsets via the "credible subsets" (also called "credible subgroups") method. Package documentation includes the vignette included in this package, and the paper by Schnell, Fiecas, and Carlin (2020, <doi:10.18637/jss.v094.i07>).

c(person("Bertrand", "Le Nezet", role = c("cre","aut", "cph"), email = "bertrand.lenezet@gmail.com" ),
person("Richard", "Brent", role = c("ctb", "cph")),
person("John", "Burkardt", role = c("ctb", "cph")))
One function to bootstrap a credit curve from market quotes (Credit Default Swap spreads) and another function to price Credit Default Swaps from a credit curve.
Bertrand Le Nezet [cre, aut, cph],
Richard Brent [ctb, cph],
John Burkardt [ctb, cph]

It provides functions to bootstrap Credit Curves from market quotes (Credit Default Swap - CDS - spreads) and price Credit Default Swaps - CDS.

c(person("Bertrand", "Le Nezet", role = c("cre","ctb", "cph"), email = "bertrand.lenezet@gmail.com" ))