Files in YafeiXu/cdov

This package is designed to reproduce the iTraxx Europe Index Series 8 tranche spreads.

R/clayton.R R/frank.R R/gs.R R/gs1.R R/gs2.R R/gs3.R R/gs4.R R/gs5.R R/gs6.R R/gumbel.R R/joe.R R/mcc.R R/mcg.R R/mcj.R R/mfc.R R/mff.R R/mfg.R R/mfj.R R/mgg.R R/mgj.R R/mgsc.R R/mgsf.R R/mgsg.R R/mgsgs.R R/mgsj.R R/mgst.R R/mjj.R R/mtc.R R/mtf.R R/mtg.R R/mtj.R R/mtt.R R/ng13.R R/ng14.R R/ng15.R R/ng16.R R/stut.R R/t38.R R/t39.R R/t40.R R/t41.R R/t42.R R/t43.R man/CDO-package.Rd man/clayton.Rd man/frank.Rd man/gs.Rd man/gs1.Rd man/gs2.Rd man/gs3.Rd man/gs4.Rd man/gs5.Rd man/gs6.Rd man/gumbel.Rd man/joe.Rd man/mcc.Rd man/mcg.Rd man/mcj.Rd man/mfc.Rd man/mff.Rd man/mfg.Rd man/mfj.Rd man/mgg.Rd man/mgj.Rd man/mgsc.Rd man/mgsf.Rd man/mgsg.Rd man/mgsgs.Rd man/mgsj.Rd man/mgst.Rd man/mjj.Rd man/mtc.Rd man/mtf.Rd man/mtg.Rd man/mtj.Rd man/mtt.Rd man/ng13.Rd man/ng14.Rd man/ng15.Rd man/ng16.Rd man/stut.Rd man/t38.Rd man/t39.Rd man/t40.Rd man/t41.Rd man/t42.Rd man/t43.Rd