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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.
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It's an implementation of the A* algorithm together with a grid processor which pre-processes 8-bit bpm graphic files using a variable resolution and an SDL user interface to test it.
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A class/library which uses the graphic card for linear algebra. Warning : you will need a GeForce 8 serie to take profit of this class.
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