Open source credit and bond analytics system

Discussion in 'Trading Software' started by Lakshmi7977, Feb 27, 2012.

  1. 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
     
  2. Impressive Effort!