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 and

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

    Appreciate your feedback, thanks
  2. gwb-trading


    Impressive Effort!