index
:
clo
bbg_cds
bowdst_cleanup
debian
fxswap
inheritance
jpm_quotes
last_known_working
master
pandas
upfront
value_date
versions
Code for CLO/CDO analytics
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notebooks
Mode
Name
Size
-rw-r--r--
Allocation Reports.ipynb
7696
log
stats
plain
-rw-r--r--
Asset allocation.ipynb
8522
log
stats
plain
-rw-r--r--
Beta & Compression.ipynb
4284
log
stats
plain
-rw-r--r--
Curve Trades.ipynb
10824
log
stats
plain
-rw-r--r--
Curve cap.ipynb
2537
log
stats
plain
-rw-r--r--
HY quote reref.ipynb
4183
log
stats
plain
-rw-r--r--
Interest Statement.ipynb
5750
log
stats
plain
-rw-r--r--
Marketing Strategy.ipynb
7047
log
stats
plain
-rw-r--r--
PnL.ipynb
5615
log
stats
plain
-rw-r--r--
Portfolio analysis.ipynb
1854
log
stats
plain
-rw-r--r--
Realized Vol.ipynb
3439
log
stats
plain
-rw-r--r--
Reto Report.ipynb
31442
log
stats
plain
-rw-r--r--
Single Names Monitoring.ipynb
8664
log
stats
plain
-rw-r--r--
Tranche calculator.ipynb
3481
log
stats
plain
-rw-r--r--
VaR.ipynb
11257
log
stats
plain
-rw-r--r--
Valuation Backtest.ipynb
15026
log
stats
plain
d---------
bespokes
257
log
stats
plain
-rw-r--r--
brinker_reports.ipynb
5597
log
stats
plain
-rw-r--r--
clo_loan_markets.ipynb
4070
log
stats
plain
-rw-r--r--
dispersion_tranche_model.ipynb
8769
log
stats
plain
-rw-r--r--
risk_sabo.ipynb
6224
log
stats
plain
-rw-r--r--
swaption_quotes.ipynb
1382
log
stats
plain
-rw-r--r--
swaption_risk.ipynb
5253
log
stats
plain
-rw-r--r--
swaption_scenarios.ipynb
16539
log
stats
plain
-rw-r--r--
tranche and swaption portfolio strategy.ipynb
21979
log
stats
plain
-rw-r--r--
tranches numbers.ipynb
15136
log
stats
plain