[R-SIG-Finance] CVA functionality in R?

[Keith S Weintraub]

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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