搜索资源列表
cds
- CDS的估值插件，ISDA请JP Morgan开发的-The valuation of CDS plug-ins, ISDA developed by JP Morgan, please
CDS_Copula
- code to price a n-to-default basket CDS. It takes as input hazard rate coefficients and uses T-copula model to calculate fair rate of CDS
Get-data
- CDX TO calculate cds index from 125 reference companies in Bloomberg