API for YafeiXu/CDO
This package is designed to reproduce the iTraxx Europe Index Series 8 tranche spreads.
| Global functions | |
|---|---|
| CDO | Man page |
| CDO-package | Man page |
| clayton | Man page |
| frank | Man page |
| gs | Man page |
| gs1 | Man page |
| gs2 | Man page |
| gs3 | Man page |
| gs4 | Man page |
| gs5 | Man page |
| gs6 | Man page |
| gumbel | Man page |
| joe | Man page |
| mcc | Man page |
| mcg | Man page |
| mcj | Man page |
| mfc | Man page |
| mff | Man page |
| mfg | Man page |
| mfj | Man page |
| mgg | Man page |
| mgj | Man page |
| mgsc | Man page |
| mgsf | Man page |
| mgsg | Man page |
| mgsgs | Man page |
| mgsj | Man page |
| mgst | Man page |
| mjj | Man page |
| mtc | Man page |
| mtf | Man page |
| mtg | Man page |
| mtj | Man page |
| mtt | Man page |
| ng13 | Man page |
| ng14 | Man page |
| ng15 | Man page |
| ng16 | Man page |
| stut | Man page |
| t38 | Man page |
| t39 | Man page |
| t40 | Man page |
| t41 | Man page |
| t42 | Man page |
| t43 | Man page |
