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.
A Portable Thin Client & Server Pair for XA / 2PC Testing
A portable testing tool to validate the configuration of XA and two-phase commit for Java EE 6 Containers. The tool permits the stress-testing, performance characterization and correct transaction semantics of distributed transactions across Three XA resource managers by Exception Injection. The thin-client can be run from the command-line or inside the IDE. The server side component includes EJB packaging and some simple Web servlet support for retrieving diagnostic and performance data...