3 projects tagged "credit"

Download No website Updated 28 Jan 2014 Curve Builder

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Pop 47.84
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 24 Jan 2014 Credit Analytics

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Pop 142.27
Vit 7.86

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 Website Updated 23 Jan 2014 CreditProduct

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Pop 67.85
Vit 3.94

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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SmartGit/Hg

A GUI client for Git, Mercurial, and SVN.

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libconfigduo

A C/C++ configuration file manipulation library.