Forums - Open source credit and bond analytics system

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Posted by Lakshmi7977 on 02-28-12 02:43 AM:

Open source credit and bond analytics system

CreditAnalytics is a Open Source full-featured financial fixed income credit analytics, trading, and risk library, developed with a special focus towards the needs of the credit products community.

In particular, CreditAnalytics provides analytics to value liquid products (CDS, CDX, and bonds of all types and variants) and semi-liquid/custom products (single credit forwards and options, and portfolio credit forwards, options, tranches, and other structures).

Written in java, the whole library is contained in a single jar file (1.3 MB size).

Please check out the code and samples at http://code.google.com/p/creditanalytics/ and
http://sourceforge.net/projects/creditanalytics/

Initial version is just the analytics library, we are soon hpoing to add tick, closing, and reference data.

Appreciate your feedback, thanks

__________________
Credit Analytics

http://code.google.com/p/creditanalytics/
http://sourceforge.net/projects/creditanalytics/
https://github.com/Lakshmik/CreditAnalytics
http://creditanalytics.codeplex.com/

Posted by gwb-trading on 02-28-12 03:27 AM:

Impressive Effort!

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