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