2 projects tagged "credit"
Updated 12 Mar 2013
Credit Analytics
| Pop | 141.54 |
|---|---|
| Vit | 6.81 |
CreditAnalytics is a financial fixed-income credit analytics, credit risk, bond analytics, and bond risk library, developed with a special focus towards the needs of the credit trading and bond trading community (CDS, CDX, CDO, and bonds of all types and variants).
Updated 23 Aug 2012
CreditProduct
| Pop | 45.63 |
|---|---|
| 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.
