Message-ID: <E8CEC800-BF8F-45FE-B1B6-4276F1024F22@gmail.com>
Date: 2013-05-18T12:35:19Z
From: Keith S Weintraub
Subject: CVA functionality in R?
Folks,
I am sorry if this (short) note makes it to the list twice. I mistakenly posted with a wrong email address. It doesn't seem to have made it into the archive (which is good!).
We are working to build a CVA (Credit Valuation Adjustment) system in R.
Pointers or links to R resources that are specific to this project would be greatly appreciated.
Note that I have looked at the CRAN Finance Task view.
Thanks for your help,
KW
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