| CDO-package | R Codes 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 |
