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.
| File/Folder Name | Platform | Size | Date ↓ | Downloads | Notes/Subscribe |
|---|---|---|---|---|---|
| Newest Files | |||||
| eeral_source0.01.zip | 29.0 KB | 2006-12-09 | 84 | Release Notes | |
| All Files | Subscribe | ||||
| eeral | 29.0 KB | 2006-12-09 | 84 | Subscribe Folder view | |
| eeral-0.0.1-preAlpha | 29.0 KB | 2006-12-09 | 84 | Subscribe Folder view | |
| eeral_source0.01.zip | 29.0 KB | 2006-12-09 | 84 | Release Notes | |
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