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The purpose of the project is summarising effort from a number of analytic libraries, adding interactive web-based user interface and making a free open source solution for risk analytics and stress testing. Feb 8, 2012 Paul Glasserman's Importance Sampling and Tail Approximations as well as plain Monte Carlo have been implemented for for the widely used normal copula model of portfolio credit risk. The package includes source code, examples, spreadsheet with results and references to the papers.

* EpLibrary project in this site is not maintained anymore. * The project has been moved to https://github.com/juhgiyo/EpLibrary EpLibrary is a utility library for Visual C++. The features includes: - Math Framework - Enhanced Binary Search - Sort - Stream Framework - Container Framework - Simple Debugger Framework - FileSystem Framework - Other Frameworks - Server/Client Template Framework - System Framework - Thread System For detailed documentation,...

Example how to use my class TPluginObject in C++Builder5 projects. Call *.bat, *.exe, *.vbs, *.hta, *.dll as plugins from application events or main menu. Create data base "PluginSampleDB" in MS SQL Server 2005 and Imort ActiveX : ScriptControl

a framework library with a template method interface and inheritable classes for an executable process design which produces an executable which is both a GUI and a console application. It provides multi-threading for work items of the provider process .