Package: LDPD
Type: Package
Title: Probability of Default Calibration
Version: 1.0.2
Date: 2015-01-03
Author: Denis Surzhko
Maintainer: Denis Surzhko <densur@gmail.com>
Description: Implementation of most popular approaches to PD (probability of default) calibration: Quasi Moment Matching algorithm (D.Tasche), algorithm proposed by M.van der Burgt, K.Pluto and D.Tasche's most prudent estimation methodology.
License: GPL-2
Imports: MASS, nleqslv
Packaged: 2015-01-03 09:16:45 UTC; user
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2015-01-03 10:26:08
Built: R 3.1.2; ; 2015-01-04 12:45:47 UTC; unix
