Showing 3 open source projects for "simulation software"

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    CCruncher

    CCruncher

    Open-Source Project for Credit Risk Modeling

    CCruncher is a project for quantifying portfolio credit risk using the copula approach. It is a framework consisting of two elements: a technical document that explains the theory, and a software program that implements it. CCruncher evaluates the portfolio credit risk by sampling the portfolio loss distribution and computing the Expected Loss (EL), Value at Risk (VaR) and Expected Shortfall (ES) statistics. The portfolio losses are obtained simulating the default times of obligors...
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  • 2
    python enteprise integration framework project. Powerfull class library based on EAI patterns and a modeling and simulation tool.
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  • 3
    BP-Sim

    BP-Sim

    EFT simulator

    ... transaction load up to 2000 TPS. BP-Sim HSM module provides an adequate TCP/IP simulation of the Thales Hardware Security Mod. BP-SeeEMV simulates the steps involved in an EMV transaction that take place in the EMV terminal and the Issuer Server (when conducted online). Module can process a transaction one step at a time in step-by-step mode or to certain break-point.
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