R: Credit Default Swaps

# Credit Default Swaps

## Documentation for package ‘creditr’ version 0.6.2

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package README

## Help Pages

creditr-package | The creditr package.
add_conventions | Return accounting conventions
add_dates | Return CDS dates.
adj_next_bus_day | Adjust to next business day.
build_rates | Build a data frame containing interest rates for CDS pricing
call_ISDA | call ISDA c function
CDS | Build a 'CDS' class object given the input about a CDS contract.
CDS, | CDS Class
CDS, CDS-class | CDS Class
CDS-class | CDS Class
check_inputs | Check whether inputs from the data frame are valid.
creditr | The creditr package.
CS10 | Calculate CS10
download_FRED | Get Rates from FRED
download_markit | Get rates from Markit
get_rates | Get interest rates from rates.RData or the Markit website
get_raw_markit | Get raw data from Markit website.
implied_RR | Calculates Implied Recovery Rate
IR_DV01 | Calculate IR.DV01
pd_to_spread | Calculate spread with Default Probability
PV01 | Calculate PV01
rates | LIBOR rates from 2004-01-01 to 2015-08-03
rec_risk_01 | Calculate Recovery Rate Changes
separate_YMD | Separate Year/Month/Day
show | Show Method
show-method | Show Method
spread_DV01 | Calculate Spread Change
spread_to_pd | Calcualte Default Probability with Spread
spread_to_upfront | Calculate Upfront Payments
summary | Summary Method
summary-method | Summary Method
upfront_to_spread | Calculate Spread with a Given Upfront