CDO-package: An R Package for CDO Pricing (iTraxx Europe Index Series 8)
In YafeiXu/CDO: This package is designed to reproduce the iTraxx Europe Index Series 8 tranche spreads.
Description
Details
Author(s)
References
Description
This package includes 43 models, introduced in the master thesis CDO, HAME Copulas and an R Package 'CDO', for CDS index tranche pricing under the context of iTraxx Europe Index Series 8.
Details
Package: CDO
Type: Package
Version: 1.3
Date: 2014-04-07
License: GPL (>= 3)
All 43 models can be found in the master thesis CDO, HAME Copulas and an R Package 'CDO' by Yafei Xu at Humboldt-Universitaet zu Berlin.
Author(s)
Yafei Xu
Maintainer: Yafei Xu <yafei.xu@hu-berlin.de>
References
<https://sites.google.com/site/cdowithr/>
YafeiXu/CDO documentation built on May 9, 2019, 11:07 p.m.
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Description Details Author(s) References
Description
This package includes 43 models, introduced in the master thesis CDO, HAME Copulas and an R Package 'CDO', for CDS index tranche pricing under the context of iTraxx Europe Index Series 8.
Details
| Package: | CDO |
| Type: | Package |
| Version: | 1.3 |
| Date: | 2014-04-07 |
| License: | GPL (>= 3) |
All 43 models can be found in the master thesis CDO, HAME Copulas and an R Package 'CDO' by Yafei Xu at Humboldt-Universitaet zu Berlin.
Author(s)
Yafei Xu
Maintainer: Yafei Xu <yafei.xu@hu-berlin.de>
References
<https://sites.google.com/site/cdowithr/>
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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