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yellowbean / Hastructure

ABS/MBS cashflow engine written in Haskell, with API to Python and C/Java (on the way)
https://deal-bench.xyz
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15 stars 4 forks source link

Asset class CLO #188

Open yellowbean opened 2 months ago

yellowbean commented 2 months ago

Reference

CLO-Risk-Profile_FINAL.pdf trv_2020_2-model_risk_in_clos.pdf LV_draft 4 June 2018.pdf CLO-Myth-Busting.pdf

20200603-clo-primer.pdf The-Hedge-Fund-Journal-Collateralized-Loan-Obligations-What-to-E.pdf

br-cig-a-closer-look-at-clo-eq-eng.pdf