1. Source
    1. 1. Indenture, Monthly
      1. CT-SyntheticCDO.xls
    2. 2. Reference Pool
      1. EoD-2006TO.xlsx
        1. http://www.creditfixings.com/information/affiliations/fixings/
        2. http://www.moodys.com
        3. Bloomberg
    3. 3. Synthetic CDO Analyzer
      1. CT-ReferencePool.csv
  2. Procedure
    1. 0. Final Report
      1. ValuationReport.ppt
    2. 1. Rating-DM Matrix
      1. Moodys Loss Table_DM.xls
    3. 2. Intermediate Result
      1. ValuationResult.xls
  3. Tools for Use
    1. 1. EL2 Rating
      1. ValuationHelper.exe
    2. 2. Moody WARF
      1. Moody_WARF.m
    3. 3. Attach-Detach
      1. Value_Synthetic.m