CDO-package | An R Package for CDO Pricing (iTraxx Europe Index Series 8) |
clayton | CDO Pricing with Clayton Copula. |
frank | CDO Pricing with the Frank Copula |
gs | CDO Pricing with the Gaussian copula |
gs1 | CDO Pricing with the C_gs1 Model |
gs2 | CDO Pricing with the C_gs2 Model |
gs3 | CDO Pricing with the C_gs3 Model |
gs4 | CDO Pricing with the C_gs4 Model |
gs5 | CDO Pricing with the C_gs5 Model |
gs6 | CDO Pricing with the C_gs6 Model |
gumbel | CDO Pricing with the Gumbel copula |
joe | CDO Pricing with the Joe copula |
mcc | CDO Pricing with the C_cc copula |
mcg | CDO Pricing with the C_cg copula |
mcj | CDO Pricing with the C_cj copula |
mfc | CDO Pricing with the C_fc copula |
mff | CDO Pricing with the C_ff copula |
mfg | CDO Pricing with the C_fg copula |
mfj | CDO Pricing with the C_fj copula |
mgg | CDO Pricing with the C_gg copula |
mgj | CDO Pricing with the C_gj copula |
mgsc | CDO Pricing with the C_gsc copula |
mgsf | CDO Pricing with the C_gsf copula |
mgsg | CDO Pricing with the C_gsg copula |
mgsgs | CDO Pricing with the C_gsgs copula |
mgsj | CDO Pricing with the C_gsj copula |
mgst | CDO Pricing with the C_gst copula |
mjj | CDO Pricing with the C_jj copula |
mtc | CDO Pricing with the C_tc copula |
mtf | CDO Pricing with the C_tf copula |
mtg | CDO Pricing with the C_tg copula |
mtj | CDO Pricing with the C_tg copula |
mtt | CDO Pricing with the C_tt copula |
ng13 | CDO Pricing with the C_ng13 copula |
ng14 | CDO Pricing with the C_ng14 copula |
ng15 | CDO Pricing with the C_ng15 copula |
ng16 | CDO Pricing with the C_ng15 copula |
stut | CDO Pricing with the C_t copula |
t38 | CDO Pricing with the C_t38 copula |
t39 | CDO Pricing with the C_t39 copula |
t40 | CDO Pricing with the C_t40 copula |
t41 | CDO Pricing with the C_t41 copula |
t42 | CDO Pricing with the C_t42 copula |
t43 | CDO Pricing with the C_t43 copula |
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