Package: crp.CSFP
Type: Package
Title: CreditRisk+ Portfolio Model
Version: 2.0.2
Date: 2016-09-09
Author: Kevin Jakob, Dr. Matthias Fischer & Stefan Kolb
Maintainer: Kevin Jakob <Kevin.Jakob.Research@gmail.com>
Description: Modelling credit risks based on the concept of "CreditRisk+", First Boston Financial Products, 1997 and "CreditRisk+ in the Banking Industry", Gundlach & Lehrbass, Springer, 2003.
License: GPL-2
LazyLoad: yes
Imports: methods, MASS,utils,graphics
NeedsCompilation: no
Packaged: 2016-09-09 15:31:36 UTC; Kevin
Repository: CRAN
Date/Publication: 2016-09-11 18:35:59
