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.
Release Date:
2006-12-09
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Registered:
2006-06-13
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eeral eeral-0.0.1-preAlpha file released: eeral_source0.01.zip
This is our first release. I does what the eeral page describes, but not more.
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File released: /eeral/eeral-0.0.1-preAlpha/eeral_source0.01.zip
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