Man pages for YafeiXu/CDO
This package is designed to reproduce the iTraxx Europe Index Series 8 tranche spreads.

CDO-packageAn R Package for CDO Pricing (iTraxx Europe Index Series 8)
claytonCDO Pricing with Clayton Copula.
frankCDO Pricing with the Frank Copula
gsCDO Pricing with the Gaussian copula
gs1CDO Pricing with the C_gs1 Model
gs2CDO Pricing with the C_gs2 Model
gs3CDO Pricing with the C_gs3 Model
gs4CDO Pricing with the C_gs4 Model
gs5CDO Pricing with the C_gs5 Model
gs6CDO Pricing with the C_gs6 Model
gumbelCDO Pricing with the Gumbel copula
joeCDO Pricing with the Joe copula
mccCDO Pricing with the C_cc copula
mcgCDO Pricing with the C_cg copula
mcjCDO Pricing with the C_cj copula
mfcCDO Pricing with the C_fc copula
mffCDO Pricing with the C_ff copula
mfgCDO Pricing with the C_fg copula
mfjCDO Pricing with the C_fj copula
mggCDO Pricing with the C_gg copula
mgjCDO Pricing with the C_gj copula
mgscCDO Pricing with the C_gsc copula
mgsfCDO Pricing with the C_gsf copula
mgsgCDO Pricing with the C_gsg copula
mgsgsCDO Pricing with the C_gsgs copula
mgsjCDO Pricing with the C_gsj copula
mgstCDO Pricing with the C_gst copula
mjjCDO Pricing with the C_jj copula
mtcCDO Pricing with the C_tc copula
mtfCDO Pricing with the C_tf copula
mtgCDO Pricing with the C_tg copula
mtjCDO Pricing with the C_tg copula
mttCDO Pricing with the C_tt copula
ng13CDO Pricing with the C_ng13 copula
ng14CDO Pricing with the C_ng14 copula
ng15CDO Pricing with the C_ng15 copula
ng16CDO Pricing with the C_ng15 copula
stutCDO Pricing with the C_t copula
t38CDO Pricing with the C_t38 copula
t39CDO Pricing with the C_t39 copula
t40CDO Pricing with the C_t40 copula
t41CDO Pricing with the C_t41 copula
t42CDO Pricing with the C_t42 copula
t43CDO Pricing with the C_t43 copula
YafeiXu/CDO documentation built on June 3, 2017, 9:49 a.m.