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 --
CVA functionality in R?
2 messages · Keith S Weintraub, sven duve
Hello, what exactly are you looking for? Existing packages which you could build on? I think a package like this could be good. Best Regards Sven Duve Am 18 May 2013 um 14:36 schrieb "Keith S Weintraub" <kw1958 at gmail.com>:
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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