Projects / CCruncher / Releases

All releases of CCruncher

  •  27 Feb 2010 08:30
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    Release Notes: This release adds transition matrix regularization and the computation of the condition number for the Cholesky matrix. Performance has been improved in the file parsing, the copula generation, and the portfolio aggregation. The input file format was also changed to make it more readable.

    •  16 Jul 2009 16:46
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      Release Notes: This release replaces discrete time management by continuous time. It also improves the documentation, solve some bugs, adds the GNU Scientific Library, and has some other minor changes.

      •  26 Dec 2008 11:12
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        Release Notes: This release adds a long-awaited feature: the t-Student copula generator. Additionally, a severe bug in the gaussian copula generator was fixed, which changes the output data format and beautifies the risk report.

        •  02 Sep 2008 20:57
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          Release Notes: Minor bugfixes. Updated versions of dependencies and tools (expat, open-mpi, gcc, and MSVC).

          •  14 Aug 2007 12:48
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            Release Notes: The documentation has been rewritten from scratch and translated to English. The asset losses algorithm was revised. Minor bugs were fixed, minor enhancements were made, and the site's look and feel was changed.

            •  09 Dec 2006 19:20
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              Release Notes: This is the first stable version. ccruncher was checked that it compiles and runs fine with open-mpi. Minor bugs were solved. The versions of dependencies were updated.

              •  11 Feb 2006 15:43
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                Release Notes: This release removes experimental resolution methods, modifies the value algorithm, refactors the code, updates the third party libraries, and corrects mistakes in the HTML documentation.

                •  07 Nov 2005 19:12
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                  Release Notes:

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