| Mode | Name | Size | |
|---|---|---|---|
| -rw-r--r-- | Allocation Reports.ipynb | 11661 | logstatsplain |
| -rw-r--r-- | Asset allocation.ipynb | 8522 | logstatsplain |
| -rw-r--r-- | Beta & Compression.ipynb | 3129 | logstatsplain |
| -rw-r--r-- | Curve Trades.ipynb | 10478 | logstatsplain |
| -rw-r--r-- | Curve cap.ipynb | 1915 | logstatsplain |
| -rw-r--r-- | Marketing Strategy.ipynb | 7047 | logstatsplain |
| -rw-r--r-- | Option Trades.ipynb | 7751 | logstatsplain |
| -rw-r--r-- | Portfolio analysis.ipynb | 1854 | logstatsplain |
| -rw-r--r-- | Realized Vol.ipynb | 3467 | logstatsplain |
| -rw-r--r-- | Single Names Monitoring.ipynb | 3942 | logstatsplain |
| -rw-r--r-- | VaR.ipynb | 3954 | logstatsplain |
| -rw-r--r-- | Valuation Backtest.ipynb | 7211 | logstatsplain |
| -rw-r--r-- | path.py | 168 | logstatsplain |
| -rw-r--r-- | tranche and swaption portfolio strategy.ipynb | 9575 | logstatsplain |
| -rw-r--r-- | tranches numbers.ipynb | 14915 | logstatsplain |
 |
index : clo | |
| Code for CLO/CDO analytics | gitolite user |
| aboutsummaryrefslogtreecommitdiffstats |