Projects / CCruncher / Releases / 0.9 beta

Version 0.9 beta of CCruncher

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.

Other releases

  •  07 Mar 2014 15:59

Release Notes: This release embeds fonts in PDF technical documents because some users reported visualization/printing problems.

  •  27 Feb 2014 15:29

Release Notes: This release improves the technical document by reorganizing the content and adding a discussion about portfolio optimization. The program adds a header with information in the output files and computes the averaged exposure for each segment. The parameter 'OnlyActiveObligors' has been removed from the input file.

  •  10 Sep 2013 14:19

Release Notes: This release adds a new technical document, which was rewritten from scratch. Risk disaggregation was added to the risk analysis. Minor changes were made to the input file format.

Release Notes: This release adds support for the Latin Hypercube Sampling method, increases overall program speed by a factor of 2-5, and solves a bug in the aggregation procedure.

Release Notes: This release improves simulation accuracy, makes some minor changes to the input file format, and adds a new graphic interface. This UI allows editing the input files, submitting Monte Carlo simulations, and conducting credit risk analysis.


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