Credit Default Swaps
Overview
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
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- 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
Repository
- 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
Releases over time
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.
Dependencies
Code & Tests
Datasets
People & History
Previously maintained by Yuanchu Dang (0.6.1).
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- unarchivedReturned to CRAN2024-12-19
- 0.6.2Latest
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- archivedRemoved from CRAN2019-02-24issues were not corrected despite reminders Has DESCRIPTION Author which should be Authors@R
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- 0.6.12015-08-12
- RR 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")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.
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.