Authors
--------------------------------------------------------
Yanrong Song
yrsong129 at gmail.com

Zijie Zhu
zijie.miller.zhu at gmail.com

David Kane
dave.kane at gmail.com

Heidi Chen 
s.heidi.chen at gmail.com

Yuanchu Dang
yuanchu.dang at williams.edu

Yang Lu 
yang.lu2014 at gmail.com

Kanishka Malik
kanishkamalik at gmail.com

Skylar Smith
skylar.smith at williams.edu


About
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A Credit Default Swap (CDS) is a financial swap agreement between two
counterparties in which the buyer pays a fixed periodic coupon to the
seller in exchange for protection in the case of a credit event. The
International Swaps and Derivatives Association (ISDA) has created a
set of standard terms for CDS contracts, the so-called ''Standard
Model.'' This allows market participants to calculate cash settlement
from conventional spread quotations, convert between conventional
spread and upfront payments, and build the yield curve of a CDS. The
**creditr** package implements the ISDA Standard Model, allowing users to
value credit default swaps and to calculate various risk measures
associated with these instruments.

Acknowledgements
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Thanks to Jeff Enos for suggesting the package name.