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

[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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