Projects / CreditSuite

CreditSuite

CreditSuite is a suite of libraries that aims to provide an open source analytics and trading/valuation system solution suite for credit and fixed income products. To this end, it implements its functionality over three main libraries - CreditProduct, CreditAnalytics, and RegressionSuite.

Tags
Licenses

Last announcement

CreditSuite 23 Aug 2012 07:12

CreditSuite suite of libraries aims to provide open source analytics and trading/valuation system solution suite for credit and fixed income products. CreditSuite implements its functionality over 3 main libraries CreditProduct, CreditAnalytics, and RegressionSuite.

Recent releases

  •  24 Jan 2014 01:27

    Release Notes: Basis Spline library extensions. B Spline functionality. Spline-based discount curve build-out. Spline-based forward curve build-out. Canned product metric calculation.

    •  17 Aug 2013 19:02

      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 07:18

        Release Notes: CreditProduct and CreditAnalytics were separated. Curve, Parameter, and Product were refactored. BBG CDS samples were provided.

        Screenshot

        Project Spotlight

        OpenStack4j

        A Fluent OpenStack client API for Java.

        Screenshot

        Project Spotlight

        TurnKey TWiki Appliance

        A TWiki appliance that is easy to use and lightweight.