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