creditr

0.6.2

Credit Default Swaps

0packages depend

6.8Kdownloads / year

37.9%test coverage

12/13checks pass

Overview

About

Maintained by Yanrong SongFirst published 2015-08-122 releasesCRAN page ↗GitHub ↗

Price credit default swaps using 'C' code from the International Swaps and Derivatives Association CDS Standard Model. See https://www.cdsmodel.com/cdsmodel/documentation.html for more information about the model and https://www.cdsmodel.com/cdsmodel/cds-disclaimer.html for license details for the 'C' code.

Install

R (CRAN)pak (dev)Ubuntu (r2u)openSUSE (OBS)

install.packages("creditr", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("yanrong-stacy-song/creditr")

Development version from yanrong-stacy-song/creditr. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-creditr

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-creditr

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

1NOTE12OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-gcc

Slowest check: 3.8 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.49

37.9%

Coverage · measured lines

Dependencies · direct

Check history

NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 164 wordsVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 77%
Documented parameters: not tracked
Return-value docs: not tracked
References docs: 11%

Downloads

6.8K

CRAN downloads in the past year

Rank #6,049 · ~19/day · ~565/mo

Releases R versions

Daily download trend is not available in this view yet.

37030 days

1.5K90 days

6.8K1 year

Compare downloads with other packages →

Also on398 r2u3 autocran

Repository

GitHub ↗ yanrong-stacy-song/creditr

0Stars

1Forks

0Open issues

0Open PRs

1Releases

62Commits

1Contributors

License GPL-3.0 · 62 commits · Last activity 2025-09-05

Forks over time

2025-05-07 · 12026-07-07 · 1

Repository practices

Upstream repositoryBeta

3 development-tooling and community-health practices detected across 3 families in the upstream repository

Checks run against github.com/yanrong-stacy-song/creditr on 2026-07-30.

Continuous integration (1)

GitHub Actions

Research and citation (1)

JOSS paper

Git structural (1)

.gitattributes

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

9 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.1.0

Imports (9)

utilsquantmod devtoolsmethodsRcpp RCurl XML zoo xts

LinkingTo (1)

Rcpp

Suggests (1)

testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (9)

Maintainer (1)

Yanrong Song

Author, Maintainer · added in 0.6.2

Authors (8)

Yanrong Song

Author, Maintainer · added in 0.6.2

Heidi Chen

Author · added in 0.6.2

Yuanchu Dang

Author · added in 0.6.2

David Kane

Author · added in 0.6.2

Yang Lu

Author · added in 0.6.2

Kanishka Malik

Author · added in 0.6.2

Skylar Smith

Author · added in 0.6.2

Zijie Zhu

Author · added in 0.6.2

International Swaps and Derivatives Association

Listed in earlier versions (24)

"Chen"

no longer listed · 0.6.1

"Dang"

no longer listed · 0.6.1

"Kane"

no longer listed · 0.6.1

"Lu"

no longer listed · 0.6.1

"Malik"

no longer listed · 0.6.1

"Smith"

no longer listed · 0.6.1

"Zhu"

no longer listed · 0.6.1

"cre")

no longer listed · 0.6.1

Package Timeline

2 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
0.6.2Latest
2024-12-19 · current release · diff ↗
unarchivedReturned to CRAN
2024-12-19
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
R
R 3.6.0 released · 2019-04-26
archivedRemoved from CRAN
2019-02-24
issues were not corrected despite reminders Has DESCRIPTION Author which should be Authors@R
R
R 3.5.0 released · 2018-04-23
R
R 3.4.0 released · 2017-04-21
R
R 3.3.0 released · 2016-05-03
0.6.1
2015-08-12
R
R 3.2.0 released · 2015-04-16

Package metadata

First published: 2015-08-12
Total releases: 2 / 11 yrs
License: file LICENSE
Minimum R: ≥ 3.1.0
Bundled data: 402 KB / 1 file
Download size: 1.3 MB
Installed size: not tracked yet
With dependencies: not tracked yet

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