FORUMS BROKERS SOFTWARE
Home
 
    Forums > Tools of the Trade > Trading Software > Open source credit and bond analytics system

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
    Quote
Old Feb 27th, 2012, 10:27 PM   #2
gwb-trading
 
 
Join Date: Jan 2002
Posts: 3,724
Impressive Effort!
    Quote
 
Reply
Thread Tools

Forum Jump



   Conduct Rules   Privacy Policy   Sitemap Copyright © 2014, Elite Trader. All rights reserved.   

WHILE YOU'RE HERE, TAKE A MINUTE TO VISIT SOME OF OUR SPONSORS:
Advantage Futures
Futures Trading & Clearing
AMP Global Clearing
Futures and FX Trading
Collective2
Automated Trading Services
CTS
Futures Trading Software
dom993trading.com
NinjaTrader Consulting
eSignal
Trading Software Provider
FXCM
Forex Trading Services
Global Futures
Futures, Options & FX Trading
Interactive Brokers
Pro Gateway to World Markets
JC Trading Group
Direct Access Trading
MB Trading
Direct Access Trading
NinjaTrader
Trading Software Provider
optionshouse
Option Trading & Education
Rithmic
Futures Trade Execution Platform
SpeedTrader
Direct Access Trading
SpreadProfessor
Spread Trading Instruction
thenut-trader.com
FX, Gold, & Stock Signals
TradersStudio
System Building & Backtesting
Tradier
Equity and Options Trading
Trading Technologies
Trading Software Provider