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Old Feb 27th, 2012, 09:43 PM   #1
Lakshmi7977
 
 
Join Date: Feb 2012
Location: New York
Posts: 2
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
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Old Feb 27th, 2012, 10:27 PM   #2
gwb-trading
 
 
Join Date: Jan 2002
Posts: 3,558
Impressive Effort!
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