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Dear R useRs, A new package 'CreditMetrics' is now available on CRAN. It is mainly a set of functions for computing the CreditMetrics risk model. This is the first version of the package and it is also my first try to build a package for R. The canonical reference is: Glasserman, Paul, Monte Carlo Methods in Financial Engineering, Springer 2004 Suggestions, bug reports and other comments are very welcome. enjoy and best regards Andreas _______________________________________________ R-packages mailing list R-packages at stat.math.ethz.ch https://stat.ethz.ch/mailman/...