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creditr

0.6.2Package record

Credit Default Swaps

0packages depend
6.3Kdownloads / year
37.9%test coverage
13/13flavors OK

Overview

About

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.

Install

Health

CRAN checks
13OK
Slowest check: 4.3 min · r-devel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 0.6.2
READMEYes · 164 wordsVignettesYes · 1 · dynamicNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
27includes a package overview page
Examples that run
77%10 run in a plain check · 3 never run
Exported functions with examples
55%
Documented parameters
not tracked
Return-value docs
not tracked
Help pages citing references
11%

Downloads

6.3K
CRAN downloads in the past year
Rank #8,736 · ~17/day · ~526/mo
Daily download trend is not available in this view yet.
38530 days
1.1K90 days
6.3K1 year
Compare downloads with other packages →
Also on347 r2u12 autocran

Repository

0Stars
1Forks
0Open issues
0Open PRs
1Releases
62Commits
1Commit identities
License file reads as GPL-3.0 · 62 commits · Last activity 2025-09-05
Responsiveness
How these are sampled
PRs merged (all time)
100%
Median days to close, 50 most recently updated closed issues
not measured
Median days to close, 50 most recently updated closed PRs
0

Forks over time

2025-05-07 · 12026-07-07 · 1
PracticesBeta

4 development-tooling and community-health practices detected across 4 families in the upstream repository

Checks run against github.com/yanrong-stacy-song/creditr on 2026-10-21.

Continuous integration (1)
GitHub Actions
Governance and community (1)
Contributing guide
Research and citation (1)
JOSS paper
Git structural (1)
.gitattributes
How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies
9 external dependencies (excludes base and recommended)

Installing creditr adds 102 packages (52 with compiled code, 60 MB of source tarballs). Heaviest: stringi 11 MB, bslib 5.6 MB, pak 3.8 MB.

Depends (1)
R >= 3.1.0
Imports (9)
LinkingTo (1)
Suggests (1)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Datasets

People & History

People (9)
Author, Maintainer since 0.6.2 (2024) · added in 0.6.2
Author
Author · added in 0.6.2
Copyright holder · added in 0.6.2
Copyright holder of the free CDS standard model code used in this package

Previously maintained by Yuanchu Dang (0.6.1).

Listed in earlier versions (1)
Miller Zijie Zhu
no longer listed · 0.6.1
Releases (2)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • unarchivedReturned to CRAN
    2024-12-19
  • 0.6.2Latest
    record
    2024-12-19 · current release · diff ↗
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • R
    R 3.6.0 released · 2019-04-26
  • archivedRemoved from CRAN
    2019-02-24
    issues were not corrected despite reminders Has DESCRIPTION Author which should be Authors@R
  • R
    R 3.5.0 released · 2018-04-23
  • R
    R 3.4.0 released · 2017-04-21
  • R
    R 3.3.0 released · 2016-05-03
  • 0.6.1
    record
    2015-08-12
  • R
    R 3.2.0 released · 2015-04-16

Package metadata

First published
2015-08-12
Total releases
2 / 11 yrs
License
file LICENSE
Minimum R
≥ 3.1.0
Bundled data
402 KB / 1 file
Download size
1.3 MB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("creditr")
Song, Y., International Swaps and Derivatives Association, Chen, H., Dang, Y., Kane, D., Lu, Y., Malik, K., Smith, S., & Zhu, Z. (2024). creditr: Credit Default Swaps (Version 0.6.2) [Computer software]. https://doi.org/10.32614/CRAN.package.creditr

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for creditr version 0.6.2 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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