spdata

spdata.df

<p>The <code>spdata</code> timeSeries dataset contains default data for A, BBB,
  BB, B and C-rated companies for the years 1981 to 2000. In addition,
  the data set is also made available as a <code>data.frame</code>.</p>

datasets

Provides functions/methods to accompany the book
Quantitative Risk Management: Concepts, Techniques and Tools by
Alexander J. McNeil, Ruediger Frey, and Paul Embrechts.

Bernhard Pfaff

Provides R-Language Code to Examine Quantitative Risk Management
Concepts

Marius Hofert

Alexander McNeil)

Scott Ulmann

spdata function

Standard and Poors Default Data — spdata

Standard and Poors Default Data

spdata: Standard and Poors Default Data

Description

Usage

Arguments

Examples