clo/python/exploration, branch master Code for CLO/CDO analytics https://projects.horel.org/guillaume/clo/atom/python/exploration?h=master 2022-11-22T22:18:15Z moved tranche ols model w/rfecv from notebook to py file 2022-11-22T22:18:15Z Edwin Tsui edwin.tsui@gmail.com 2022-11-22T22:16:53Z urn:sha1:0919bf2145bfcc37265933eee36444bcc599a0e5 updated dispersion model code for python version change 2022-01-25T21:54:26Z Edwin Tsui edwin.tsui@gmail.com 2022-01-25T21:54:26Z urn:sha1:657e5069e30bf9e65ae983005622786687069ccf bring back some old code to do VaR 2022-01-14T19:52:52Z Guillaume Horel guillaume.horel@gmail.com 2022-01-14T19:52:52Z urn:sha1:d0df00aa7f56884f62c115c7f412751222021414 more Sabo, kill me 2021-09-13T20:25:20Z Guillaume Horel guillaume.horel@gmail.com 2021-09-10T18:19:04Z urn:sha1:b981c4c72976bf9f454c998278a2228c9972773a jtd for Sabo 2021-09-13T20:25:14Z Guillaume Horel guillaume.horel@gmail.com 2021-09-10T15:21:11Z urn:sha1:46f3a95159a5b2206f4d874f72015630291252bb import fix 2021-02-03T21:59:35Z Edwin Tsui edwin.tsui@gmail.com 2021-02-03T21:59:35Z urn:sha1:f720aa0fd57f1751f5e1c4f19cafe6d8425242fa import fixes 2021-01-05T22:01:52Z Edwin Tsui edwin.tsui@gmail.com 2021-01-05T22:01:52Z urn:sha1:57b41c1dfec5d5ecf1b28084c0b2e0e338c0baab new version of dispersion model 2020-06-19T21:02:24Z Edwin Tsui edwin.tsui@gmail.com 2020-06-19T21:02:02Z urn:sha1:f46f3c37bbd7e20ccaf594b06307b4e66d4fbd2d added v2 dispersion model 2020-05-21T02:39:28Z Edwin Tsui edwin.tsui@gmail.com 2020-05-20T22:38:37Z urn:sha1:ab802bc9cd64f396fa6d055a44bd2a43349eeb12 applied the new dispersion/corr model to each tranche individually 2020-04-08T00:48:08Z Edwin Tsui edwin.tsui@gmail.com 2020-04-07T22:21:09Z urn:sha1:f958da59c49466eccac0532233dbc5fcf60e49f0