Version 1.6 of CreditSuite

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

Other releases

  •  24 Jan 2014 03:59

    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 22:43

      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 08:35

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

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