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All releases of CCruncher

• 
• 1.8

• 
•  20 May 2011 09:13
• 

• Minor bugfixes
• Stable
• new features
• Performance improvements

Release Notes: This release adds support for stochastic exposure, improves performance significantly, and solves minor bugs.

• 
• 1.7

• 
•  18 Jan 2011 11:11
• 

• Minor bugfixes
• Stable
• new features

Release Notes: This version adds support for stochastic recoveries, adds support for simple and continuous interest rates, and considere exposure instead of cashflow events. It also improves the report and solves minor bugs.

• 
• 1.6

• 
•  16 Sep 2010 13:57
• 

• Stable
• Documentation
• Performance improvements
• Multi-threading

Release Notes: This version improves t-Student copula fit, replaces MPI support by multi-threading, and improves performance. Also, some minor changes in input file format and command line arguments have been made.

• 
• 1.5

• 
•  27 Feb 2010 18:39
• 

• Stable
• new features
• Performance improvements

Release Notes: This release adds transition matrix regularization and the computation of the condition number for the Cholesky matrix. Performance has been improved in the file parsing, the copula generation, and the portfolio aggregation. The input file format was also changed to make it more readable.

• 
• 1.4

• 
•  16 Jul 2009 17:16
• 

• Stable
• Libraries
• Bugfixes
• Documentation

Release Notes: This release replaces discrete time management by continuous time. It also improves the documentation, solve some bugs, adds the GNU Scientific Library, and has some other minor changes.

• 
• 1.3

• 
•  26 Dec 2008 11:12
• 

• Major feature enhancements

Release Notes: This release adds a long-awaited feature: the t-Student copula generator. Additionally, a severe bug in the gaussian copula generator was fixed, which changes the output data format and beautifies the risk report.

• 
• 1.2

• 
•  02 Sep 2008 20:57
• 

• Minor bugfixes

Release Notes: Minor bugfixes. Updated versions of dependencies and tools (expat, open-mpi, gcc, and MSVC).

• 
• 1.1

• 
•  14 Aug 2007 05:48
• 

• Documentation

Release Notes: The documentation has been rewritten from scratch and translated to English. The asset losses algorithm was revised. Minor bugs were fixed, minor enhancements were made, and the site's look and feel was changed.

• 
• 1.0

• 
•  09 Dec 2006 11:20
• 

• Minor feature enhancements

Release Notes: This is the first stable version. ccruncher was checked that it compiles and runs fine with open-mpi. Minor bugs were solved. The versions of dependencies were updated.

• 
• 0.9 beta

• 
•  11 Feb 2006 07:43
• 

• Major feature enhancements

Release Notes: This release removes experimental resolution methods, modifies the value algorithm, refactors the code, updates the third party libraries, and corrects mistakes in the HTML documentation.