diff options
| -rw-r--r-- | R/TAGS | 41 |
1 files changed, 21 insertions, 20 deletions
@@ -113,8 +113,8 @@ rrhos76,2758 ccorr0177,2807 ddurations78,2858 EELmat79,2912 -rrisk.numbers104,3857 -ddata112,4344 +rrisk.numbers104,3846 +ddata112,4336 ./calibration.R,116 bbuildSC3,35 @@ -402,7 +402,7 @@ lloan.data268,2110 mmaturities69,2170 ttest270,2222 -lossdistrib/R/tranche_functions.R,1633 +lossdistrib/R/tranche_functions.R,1657 GGHquad13,733 llossdistrib22,903 llossdistrib.fft34,1170 @@ -448,23 +448,24 @@ ttranche.pvvec614,21900 BBClossdist622,22094 BBClossdistC649,23003 BBCtranche.legs660,23579 -BBCtranche.pv666,23903 -aadjust.skew694,24938 -ttheta.adjust.skew739,26577 -BBCtranche.theta748,26928 -BBCtranche.delta765,27527 -BBCtranche.corr01799,28936 -EEL807,29193 -EELtrunc822,29887 -PProbtrunc830,30308 -BBCstrikes839,30615 -ttranche.factor850,30984 -MMFupdate.prob856,31214 -MMFupdate.probC868,31618 -MMFlossrecovdist.prepay881,32126 -MMFlossdist.joint908,33283 -MMFlossdist.prepay.joint940,34637 -MMFtranche.pv968,35769 +BBCtranche.pv679,24429 +aadjust.skew706,25311 +ttheta.adjust.skew755,27057 +BBCtranche.theta764,27408 +BBCtranche.delta781,28080 +BBCtranche.corr01813,29454 +EEL821,29775 +BBCindex.pv836,30472 +EELtrunc854,31224 +PProbtrunc862,31644 +BBCstrikes871,31951 +ttranche.factor882,32320 +MMFupdate.prob888,32550 +MMFupdate.probC900,32954 +MMFlossrecovdist.prepay913,33462 +MMFlossdist.joint940,34619 +MMFlossdist.prepay.joint972,35973 +MMFtranche.pv1000,37105 ./LS.R,139 rr1,0 |
