RSS 2 projects tagged "credit analytics"

Download Website Updated 24 Jan 2014 CreditSuite

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Pop 187.15
Vit 4.52

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.

Download Website Updated 23 Jan 2014 CreditProduct

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Pop 75.92
Vit 4.52

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.

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