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If you are looking to ...

•Create IR discount curve from rates, or by calibration from quotes of cash/money market LIBOR/swap/future
•Create credit curve from hazard rate or survival probabilites, or from quotes of bonds/CDS/other credit se...

CreditAnalytics provides the functionality behind creation, calibration, and implementation of the curve, the parameter, and the product interfaces defined in CreditProduct. It also implements a curve/parameter/product/analytics management environ...