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Creditor

Utility Functions For Bond Market Practitioners

creditor is a collection of simple utility functions for bond market practitioners. The aim of (nearly all) the functions is to simplify some of the pesky calculations one encounters in the day-to-day of fixed income data processing, modeling, and computation.

Getting up and running

To install the creditor package, one should use devtools::install_github.

install.packages("devtools", dependencies = TRUE)
library(devtools)

devtools::install_github("p-will-b/creditor")
library(creditor)

Please feel free to submit ideas via pull requests for additional functionality.