| cdsdata {CreditRisk} | R Documentation |
CDS quotes from market
Description
-
Maturity: Maturities of cds contracts expressed in years; -
Par.Spread: CDS rates quotes, spread that nullify the present value of the two legs; -
ED.Zero.Curve: EURIBOR interest rates (risk-free)
Usage
data(cdsdata)
Format
An object of class "data.frame".
Source
Thomson Reuters, CDS quotes of Unicredit on 2017-01-23
[Package CreditRisk version 0.1.7 Index]