{"id":32200137,"url":"https://github.com/boennecd/dtd","last_synced_at":"2026-02-19T09:01:55.728Z","repository":{"id":56936530,"uuid":"131484942","full_name":"boennecd/DtD","owner":"boennecd","description":"R package with fast methods for Merton's distance-to-default model","archived":false,"fork":false,"pushed_at":"2020-11-04T06:21:11.000Z","size":1326,"stargazers_count":5,"open_issues_count":0,"forks_count":2,"subscribers_count":1,"default_branch":"master","last_synced_at":"2025-12-09T21:14:35.144Z","etag":null,"topics":["blackscholes","default","finance"],"latest_commit_sha":null,"homepage":"","language":"R","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":null,"status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/boennecd.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":null,"code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null}},"created_at":"2018-04-29T10:24:24.000Z","updated_at":"2024-02-02T09:11:26.000Z","dependencies_parsed_at":"2022-08-21T01:10:27.722Z","dependency_job_id":null,"html_url":"https://github.com/boennecd/DtD","commit_stats":null,"previous_names":[],"tags_count":4,"template":false,"template_full_name":null,"purl":"pkg:github/boennecd/DtD","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/boennecd%2FDtD","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/boennecd%2FDtD/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/boennecd%2FDtD/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/boennecd%2FDtD/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/boennecd","download_url":"https://codeload.github.com/boennecd/DtD/tar.gz/refs/heads/master","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/boennecd%2FDtD/sbom","scorecard":null,"host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":286080680,"owners_count":29609524,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2026-02-19T06:47:36.664Z","status":"ssl_error","status_checked_at":"2026-02-19T06:45:47.551Z","response_time":117,"last_error":"SSL_connect returned=1 errno=0 peeraddr=140.82.121.5:443 state=error: unexpected eof while reading","robots_txt_status":"success","robots_txt_updated_at":"2025-07-24T06:49:26.215Z","robots_txt_url":"https://github.com/robots.txt","online":false,"can_crawl_api":true,"host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["blackscholes","default","finance"],"created_at":"2025-10-22T03:39:48.811Z","updated_at":"2026-02-19T09:01:55.722Z","avatar_url":"https://github.com/boennecd.png","language":"R","readme":"\nDtD: Distance to Default\n========================\n\n[![Build Status on Travis](https://travis-ci.org/boennecd/DtD.svg?branch=master)](https://travis-ci.org/boennecd/DtD) [![](https://www.r-pkg.org/badges/version/DtD)](http://cran.rstudio.com/web/packages/DtD/index.html) [![CRAN RStudio mirror downloads](http://cranlogs.r-pkg.org/badges/DtD)](http://cran.rstudio.com/web/packages/DtD/index.html)\n\nThis package provides fast methods to work with Merton's distance to default model. The methods includes simulation and estimation of the parameters. It can be installed with `devtools` by calling\n\n``` r\ndevtools::install_github(\"boennecd/DtD\")\n```\n\nor install with the version on CRAN\n\n``` r\ninstall.packages(\"DtD\")\n```\n\nSee [this vignette](vignettes/Distance-to-default.pdf) for examples of how to use the functions.\n","funding_links":[],"categories":[],"sub_categories":[],"project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fboennecd%2Fdtd","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fboennecd%2Fdtd","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fboennecd%2Fdtd/lists"}