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2014-08-15improved function for doing the skew mappingGuillaume Horel
2014-08-15check for inverted skewGuillaume Horel
2014-08-14new adjust.skew function for different index mappingGuillaume Horel
2014-08-13take into account the tranche factors. I hope this is right...Guillaume Horel
2014-08-05also returns future deltasGuillaume Horel
2014-07-18wrong signGuillaume Horel
2014-07-15change the Ngrid size for gammas computationsGuillaume Horel
2014-07-15modify Ngrid inside BCtranche.deltaGuillaume Horel
2014-07-14add new corr01 risk functionGuillaume Horel
2014-07-14simplify code, and small speed upGuillaume Horel
2014-06-30add function to compute thetaGuillaume Horel
2014-06-27simplify codeGuillaume Horel
2014-06-25add function to theta adjust the skewGuillaume Horel
2014-06-23add a flag to compute undiscounted expected lossGuillaume Horel
2014-06-17cleanup BCtranche.delta and fixed bugsGuillaume Horel
2014-06-16fix the deltas computation when non constant tranche spreadGuillaume Horel
code is quite ugly, need to make it better
2014-06-04compute gammas as well, hopefully this is rightGuillaume Horel
2014-06-02compute deltas for all attach/detach in one goGuillaume Horel
2014-05-29fix BCtranche.delta uses new apiGuillaume Horel
2014-05-16remove stray characterGuillaume Horel
2014-05-08simplify function callGuillaume Horel
2014-05-08implement skew mapping by doing tranche loss proportion mappingGuillaume Horel
2014-05-07update BCstrikes to make sure it worksGuillaume Horel
2014-05-07add GHquad function, get rid of statmod dependencyGuillaume Horel
2014-04-24allow to build dual arches package on windowsGuillaume Horel
2014-04-24initial import of lossdistrib packageGuillaume Horel
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