| Age | Commit message (Collapse) | Author | |
|---|---|---|---|
| 2014-06-27 | simplify code | Guillaume Horel | |
| 2014-06-25 | add function to theta adjust the skew | Guillaume Horel | |
| 2014-06-23 | add a flag to compute undiscounted expected loss | Guillaume Horel | |
| 2014-06-17 | cleanup BCtranche.delta and fixed bugs | Guillaume Horel | |
| 2014-06-16 | fix the deltas computation when non constant tranche spread | Guillaume Horel | |
| code is quite ugly, need to make it better | |||
| 2014-06-04 | compute gammas as well, hopefully this is right | Guillaume Horel | |
| 2014-06-02 | compute deltas for all attach/detach in one go | Guillaume Horel | |
| 2014-05-29 | fix BCtranche.delta uses new api | Guillaume Horel | |
| 2014-05-16 | remove stray character | Guillaume Horel | |
| 2014-05-08 | simplify function call | Guillaume Horel | |
| 2014-05-08 | implement skew mapping by doing tranche loss proportion mapping | Guillaume Horel | |
| 2014-05-07 | update BCstrikes to make sure it works | Guillaume Horel | |
| 2014-05-07 | add GHquad function, get rid of statmod dependency | Guillaume Horel | |
| 2014-04-24 | initial import of lossdistrib package | Guillaume Horel | |
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index : lossdistrib | |
| R package for computing loss distributions | gitolite user |
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