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

CDO-packageR Codes 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/cdov documentation built on June 3, 2017, 9:50 a.m.