cdsdata {CreditRisk} | R Documentation |
Maturity
: Maturities of cds contracts expressed in years;
Par.Spread
: CDS rates quotes, spread that nullify the present value of the two legs;
ED.Zero.Curve
: EURIBOR interest rates (risk-free)
data(cdsdata)
An object of class "data.frame"
.
Thomson Reuters, CDS quotes of Unicredit on 2017-01-23