eeral

alpha

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Windows

Description

eeral is a credit portfolio model for academic purposes. it allows to include various instruments like loans, backup lines, derivatives, n-th to default swaps etc. we start of with a vasicek gaussian factor model but will hopefully extend it further.

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Additional Project Details

Languages

English, German

Intended Audience

Developers

User Interface

Command-line

Programming Language

C#

Registered

2006-06-13
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