Registered: Feb 2012
02-28-12 02:43 AM
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
Initial version is just the analytics library, we are soon hpoing to add tick, closing, and reference data.
Appreciate your feedback, thanks