clo/R, branch master
Code for CLO/CDO analytics
https://projects.horel.org/guillaume/clo/atom/R?h=master
2023-02-21T20:26:43Z
bugfix
2023-02-21T20:26:43Z
Guillaume Horel
guillaume.horel@gmail.com
2023-02-21T20:26:43Z
urn:sha1:6806f76175d4fddee8fdefb59288e17747b24ce6
switch to OIS curves
2022-10-27T19:47:18Z
Guillaume Horel
guillaume.horel@gmail.com
2022-10-27T19:47:18Z
urn:sha1:537a889510c814c2bdc3c51ab0bdc6fe157b7733
switch to hy39
2022-10-07T19:28:08Z
Guillaume Horel
guillaume.horel@gmail.com
2022-10-06T00:27:21Z
urn:sha1:2cb424489c0d3f45927fb5bd490bb5e1e0a3c5a4
table name change
2022-02-23T21:42:37Z
Guillaume Horel
guillaume.horel@gmail.com
2022-02-23T21:41:56Z
urn:sha1:74dbedc84aa28e1a8a71404e9000236c90222ce6
finish getting rid of cusips
2021-12-03T16:36:18Z
Guillaume Horel
guillaume.horel@gmail.com
2021-12-03T16:36:18Z
urn:sha1:146ec543ae0c18b5740df5d5200e7aba11d021e5
disable for now
2021-12-03T00:59:24Z
Guillaume Horel
guillaume.horel@gmail.com
2021-12-03T00:59:24Z
urn:sha1:5fd4eb6f00dc8e8c195845a611e8fa0b7b900992
figi fix
2021-12-01T22:06:04Z
Guillaume Horel
guillaume.horel@gmail.com
2021-12-01T22:06:04Z
urn:sha1:7d30c9a1ab901ad9d14522b11db04b79710397b3
use HY37
2021-11-08T21:57:00Z
Guillaume Horel
guillaume.horel@gmail.com
2021-11-08T21:56:49Z
urn:sha1:975724fa87aac22d4c7b1f7d5017a9622a528802
hy37 update
2021-10-04T17:58:31Z
Guillaume Horel
guillaume.horel@gmail.com
2021-10-04T17:22:01Z
urn:sha1:ff0abb02213fb798e3cf57f189283d706310bc3e
remote lossdistrib submodule
2021-06-03T20:40:20Z
Guillaume Horel
guillaume.horel@gmail.com
2021-06-03T20:40:20Z
urn:sha1:a5643b4fe3bc34aedb6ae3601f402dcc5cde68e5