CCruncher is a project for quantifying portfolio credit risk using the copula approach. It is a framework consisting of two elements: a technical document that explains the theory, and a software program that implements it. CCruncher evaluates the portfolio credit risk by sampling the portfolio loss distribution and computing the Expected Loss (EL), Value at Risk (VaR), and Expected Shortfall (ES) statistics. The portfolio losses are obtained simulating the default times of obligors and simulating the EADs and LGDs of their assets.
Nomad PIM is an extensible personal information manager. It allows you to keep track of your personal data and provides modules for notes, schedule, contacts, money, diary, and timetracking. It is implemented as an Eclipse RCP application. Like Eclipse, it provides extension points for extensions by additional plugins.
Fairmat is a derivative and capital investments modelling tool. It permits you to build a pricing model for many financial projects (or derivative contracts) using a graphical representation blended with a high level algebraic language. It is also possible to use it to evaluate projects and perform real options valuations. The platform can be extended using a plug-in system.