<t>Hi,I have implemented the CR + Model by using the fft algorithm proposed by Mr,. Mario Melchiori. The results are quite different from the results from the CSFB spreadsheet. The problem is that the loss distribution in my implementation is unable to show probabilities for losses beyond a certain ...

Hey,If you are looking at implementing the cr+ model, there is a paper by Mario R. Melchiori. He has provided an easy implementation of the recursion algorithm...--Pavan