RSS 3 projects tagged "credit"

Download Website Updated 24 Jan 2014 Credit Analytics

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Pop 249.05
Vit 9.19

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).

Download No website Updated 28 Jan 2014 Curve Builder

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Pop 79.68
Vit 1.00

CurveBuilder provides the functionality for highly customized discount, forward, credit, and FX curve construction, customized with wide variety of basis splines, calibration instrument types, and measures.

Download Website Updated 23 Jan 2014 CreditProduct

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Pop 76.18
Vit 4.56

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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YAGF

A graphical frontend for the Cuneiform OCR tool.

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TheSSS (The Smallest Server Suite)

A lightweight server suite for LANs.