Version 1.6 of CreditProduct

Release Notes: CreditProduct and CreditAnalytics were separated. This release features a refactoring of Curve, Parameter, Product, and BBG CDS samples.

Other releases

  •  23 Jan 2014 21:01

    Release Notes: This release adds basis spline library extensions, b spline functionality, spline-based discount curve build-out, spline-based forward curve build-out, and canned product metric calculation.

    •  17 Aug 2013 22:45

      Release Notes: This release adds CreditAnalytics integration with a non-linear fixed-point searcher, a rich set of Bloomberg samples, product/curve Jacobian generation, serverization of CreditAnalytics, and CreditAnalytics integration with the basis spline library.

      •  23 Aug 2012 12:45

      Release Notes: CreditProduct and CreditAnalytics were separated. This release features a refactoring of Curve, Parameter, Product, and BBG CDS samples.

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