clo/python/risk, branch bbg_cds Code for CLO/CDO analytics https://projects.horel.org/guillaume/clo/atom?h=bbg_cds 2022-01-26T18:42:56Z added swaprate in calc 2022-01-26T18:42:56Z Edwin Tsui edwin.tsui@gmail.com 2022-01-26T18:42:56Z urn:sha1:b9762a0ede8a8979752e5cf32762dd03832f206a more fixes 2022-01-04T17:28:06Z Guillaume Horel guillaume.horel@gmail.com 2022-01-04T17:28:06Z urn:sha1:e7daf9c5b10c8e7fcc70fd0b1a50c6d2fa16c231 use the new dates submodule in analytics 2022-01-04T15:15:16Z Guillaume Horel guillaume.horel@gmail.com 2022-01-03T21:44:45Z urn:sha1:9e927e91f6552d930ef00c6dcba65ec7b62d0e63 fix IR portfolio 2021-11-30T22:12:51Z Guillaume Horel guillaume.horel@gmail.com 2021-11-30T22:12:51Z urn:sha1:319a73c237ef2551955ee4a6b296c952bf224722 sweeter fix 2021-11-16T20:54:14Z Guillaume Horel guillaume.horel@gmail.com 2021-11-16T20:54:14Z urn:sha1:b76cb21e3774cf457c2ddd89d469f0fa108ba69f make crt/subprime bond risk functions backwards compatible 2021-11-16T20:49:12Z Edwin Tsui edwin.tsui@gmail.com 2021-11-16T20:48:50Z urn:sha1:26e1574f0bcc909c1651421cd95abf141995b4b3 fix risk reports 2021-11-12T22:01:29Z Guillaume Horel guillaume.horel@gmail.com 2021-11-12T19:11:45Z urn:sha1:35c2e6353fc8d6bbce11fb287d7e2229751822aa decusipify 2021-11-10T02:58:01Z Guillaume Horel guillaume.horel@gmail.com 2021-11-10T02:58:01Z urn:sha1:982a360adafa300177d1dbbeb3aa2ee056295b49 make sure hy_ontr is marked 2021-09-23T13:52:56Z Guillaume Horel guillaume.horel@gmail.com 2021-09-23T13:52:56Z urn:sha1:2cb2eee0229251928eca239d405f98f1ea0c58d2 do not call init_ontr 2021-09-22T20:41:53Z Guillaume Horel guillaume.horel@gmail.com 2021-09-22T20:41:53Z urn:sha1:c146f9b078d0be8102bd1eed7fd4551a2be9ddbf