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# CQF Final Project (Jan 2014 Cohort)
# Bertrand Le Nezet
# [email protected]
# hp: (+65) 8298 6970 (Singapore - Asia timezone)
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Welcome!
You'll find the on this thumbdrive the sources code (+ data) for the 2 selected 
topics and a soft copy of the report.

./report                    ---> report in PDF format
./sources                   ---> source code for the 2 topics
./sources/creditbasket      ---> folder for kth-to-default basket CDS pricing
./sources/interestrate-hjm  ---> folder for the Interest Rate Derivatives topic (HJM)

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How to launch the "kth-to-default basket CDS pricing" project
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This program has been written using R (version 3.1.0, 64-bit) and Rstudio as IDE. 
In order to launch this program, please follow this procedure:

1. Copy the whole folder “creditbasket” to your local computer (e.g. C:\temp\creditbasket)
2. Open the file “creditbasket\src\master_program.R” (e.g. C:\temp\creditbasket\src\master_program.R)
3. Update the value of the variable current_dir to match your environment (e.g. current_dir = "C:/temp/creditbasket/src")
4. Launch R
5. type: source ("C:/temp/creditbasket/src/master_program.R") (replace the path to master_program.R to match your environment, and replace "\" to "/" in the path)
6. The program will start.

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How to launch the "Interest Rate Derivatives (HJM)" project
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This program has been written using R (version 3.1.0, 64-bit) and Rstudio as IDE. 
In order to launch this program, please follow this procedure:

1. Copy the whole folder “interestrate-hjm” to your local computer (e.g. C:\temp\interestrate-hjm)
2. Open the file “interestrate-hjm\src\master_program.R” (e.g. C:\temp\interestrate-hjm\src\master_program.R)
3. Update the value of the variable current_dir to match your environment (e.g. current_dir = "C:/temp/interestrate-hjm/src")
4. Launch R
5. type: source ("C:/temp/interestrate-hjm/src/master_program.R") (replace the path to master_program.R to match your environment, and replace "\" to "/" in the path)
6. The program will start.


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