spdata.raw

spdata.raw.df

<p>The <code>spdata.raw</code> timeSeries contains default data for A, BBB, BB,
  B and C-rated companies for the years 1981 to 2000.</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.raw function

Standard and Poors Default Data — spdata.raw

Standard and Poors Default Data

spdata.raw: Standard and Poors Default Data

Description

Usage

Arguments

Examples