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by Chicoric00
October 19th, 2007, 7:32 am
Forum: Technical Forum
Topic: Base Correlation Curve for CDO's
Replies: 198
Views: 243472

Base Correlation Curve for CDO's

Hi all,I would like to compute a VBA model that calculates base correlation based several inputs including spreads. Can someone send me some information or even has a similar model?Thanks!