clo/python/risk, branch master Code for CLO/CDO analytics https://projects.horel.org/guillaume/clo/atom/python/risk?h=master 2023-06-29T21:04:23Z generate shocks instead of pv 2023-06-29T21:04:23Z Guillaume Horel guillaume.horel@gmail.com 2023-06-29T21:04:13Z urn:sha1:38bf9631c5d5b54f3ee888bca5ea5d90a28c4e9a VaR explain 2023-06-29T21:04:23Z Guillaume Horel guillaume.horel@gmail.com 2023-06-29T18:51:13Z urn:sha1:f7c42962c6b3219c9cbc99a32db7a0d6949ae91a bugfix 2023-06-27T15:08:01Z Guillaume Horel guillaume.horel@gmail.com 2023-06-27T14:39:14Z urn:sha1:ded84e9286df499f8b3b6b53ae1127138a828fd1 reuse hist_spreads 2023-06-26T18:51:52Z Guillaume Horel guillaume.horel@gmail.com 2023-06-23T21:30:27Z urn:sha1:2dfba81d955c8514973f4b886ba488803c1ea2c9 VaR kind of working 2023-06-26T18:51:52Z Guillaume Horel guillaume.horel@gmail.com 2023-06-23T21:29:50Z urn:sha1:6ccd03f60879f98d1c892c2420898de3daf07613 VaR wip 2023-06-26T18:51:52Z Guillaume Horel guillaume.horel@gmail.com 2023-06-20T19:26:10Z urn:sha1:d42bdda74bcc68860af241bff2c3365ef12adf12 Revert "Use bus_day instead of prev_business_day to account for holidays. Feel free to revert/change if there are better solutions" 2023-06-20T15:16:08Z Flint Yu fyu@lmcg.com 2023-06-20T15:16:08Z urn:sha1:d53d0e1c9b50fb9df75a07a1203a085f7cbbeaf5 This reverts commit 0b3ab5218c4d14de6016e9c03303b71322d73118. Use bus_day instead of prev_business_day to account for holidays. Feel free to revert/change if there are better solutions 2023-06-20T13:47:31Z Flint Yu fyu@lmcg.com 2023-06-20T13:47:31Z urn:sha1:0b3ab5218c4d14de6016e9c03303b71322d73118 Using a source_list here 2023-06-15T18:33:27Z Flint Yu fyu@lmcg.com 2023-06-15T18:33:27Z urn:sha1:70ef4c21d965edc6d79294350aa269b500841957 fix error message 2023-05-18T02:15:57Z Guillaume Horel guillaume.horel@gmail.com 2023-05-16T14:30:43Z urn:sha1:2908b68c5b61bdf54ede67ea4232d6551085fcad