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version 0.1.0 (109 KB) by Ben McMahon
Implementation of a class based model of a one period CDO including modelling expected losses in user defined tranches


Updated 31 Dec 2020

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Having recently completed an online course in financial engineering from the university of Columbia ( I was interested by how to it would be possible to begin to build models of more complex financial derivatives. One such example, perhaps for its infamous reputation was the collaterized debt obligation (CDO). In particular how construction of these can affect the end mechanics of such products.

I performed the modelling in Mathworks MATLAB. As CDO’s are themselves an object it makes sense to approach this with an OOP approach, creating a class for CDO’s, and instantizing each time we want to construct a CDO.

Cite As

Ben McMahon (2021). CDO (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2020a
Compatible with any release
Platform Compatibility
Windows macOS Linux
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