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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.

CRCLIB is a small library of CRC calculations which can be used in other programs. Because CRC check is often used by binary communication protocols, it is made as simple as it can be, built into library so that it could be used regardless of language of application code. Written in plain C, built as dll and static library, and also contains C/C++ import header, C# wrapper and .NET project for MS SQL Server assembly. Supports CRC16 (including MODBUS) and CRC32.

The project includes source code files. You may use them in your projects but you must give me attribution according to the GNU License Version 3.