2 projects tagged "bond risk"
Updated 23 Aug 2012
CreditSuite
| Pop | 34.55 |
|---|---|
| Vit | 1.00 |
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.
Updated 23 Aug 2012
CreditProduct
| Pop | 45.79 |
|---|---|
| Vit | 1.00 |
CreditProduct aims to define the functional and behavioral interfaces behind curves, products, and different parameter types (market, valuation, pricing, and product parameters). To facilitate this, it implements various day count conventions, holiday sets, period generators, and calculation outputs.
