CRAN/E | DtD

DtD

Distance to Default

Installation

About

Provides fast methods to work with Merton's distance to default model introduced in Merton (1974) doi:10.1111/j.1540-6261.1974.tb03058.x. The methods includes simulation and estimation of the parameters.

System requirements C++11
Bug report File report

Key Metrics

Version 0.2.2
Published 2020-02-11 1529 days ago
Needs compilation? yes
License GPL-2
CRAN checks DtD results

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Maintainer

Maintainer

Benjamin Christoffersen

boennecd@gmail.com

Authors

Benjamin Christoffersen

cre / aut

R-core

cph

Robert Gentleman

cph

Ross Ihaka

cph

Material

NEWS
Reference manual
Package source

In Views

Finance

Vignettes

Using Distance to Default

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

DtD archive

Imports

Rcpp
checkmate

Suggests

knitr
rmarkdown
testthat
microbenchmark

LinkingTo

Rcpp
RcppArmadillo