CreditAnalytics Tickets
Full featured financial fixed-income, credit, and bond analytics/risk
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| # | Summary▾ |
Milestone▾
|
Status▾
|
Owner▾
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Created▾ | Updated▾ | |
|---|---|---|---|---|---|---|---|
| 30 | Monte-Carlo based product algorithmic differentiation | 2.1 | accepted | 2013-03-12 | 2013-03-12 | ||
| 29 | Calculation of product measure Jacobian | 2.1 | accepted | 2013-03-12 | 2014-08-10 | ||
| 28 | Calculation of Curve Self-Jacobian | 2.1 | accepted | 2013-03-12 | 2013-03-12 | ||
| 27 | Fast calibration of CDS/bond measures | 2.1 | accepted | 2013-03-12 | 2013-03-12 | ||
| 26 | Fast, Multi-layer, interpolating curve building | 2.1 | accepted | 2013-03-12 | 2013-03-12 | ||
| 25 | FX Curve Regression | 1.5 | open | 2012-05-28 | 2012-05-28 | ||
| 24 | Zero Curve Regression | 1.5 | open | 2012-05-28 | 2012-05-28 | ||
| 23 | Credit Curve Regression | 1.5 | open | 2012-05-28 | 2012-05-28 | ||
| 22 | Discount Curve Regression | 1.5 | open | 2012-05-28 | 2012-05-28 | ||
| 21 | Credit Analytics Regression Framework | 1.5 | open | 2012-05-28 | 2012-05-28 | ||
| 20 | Advanced Curve Construction | 1.4 | open | 2012-05-06 | 2012-05-06 | ||
| 19 | Par Equivalent CDS Spread (PECS) Calibration | 1.4 | open | 2012-05-06 | 2012-05-06 | ||
| 18 | Bond Analytics Documentation Update | 1.4 | open | 2012-05-06 | 2012-05-06 | ||
| 17 | CDX Reference Data Builder Functionality | 1.4 | open | 2012-05-06 | 2012-05-06 | ||
| 16 | Bond Yield Spread and Zero Discount Margin | 1.4 | accepted | 2012-05-06 | 2012-05-06 | ||
| 15 | Bond Calibration Specification | 1.3 | accepted | 2012-03-26 | 2012-03-26 | ||
| 14 | Discount Margin and OAS | 1.3 | open | 2012-03-26 | 2012-03-26 | ||
| 13 | CDS Valuation Enhancement | 1.3 | accepted | 2012-03-26 | 2012-03-26 | ||
| 12 | Live/EOD Analytics and Closes Data Samples | 1.3 | accepted | 2012-03-26 | 2012-03-26 | ||
| 11 | CDX/iTRAXX Implementations | 1.3 | open | 2012-03-26 | 2012-03-26 | ||
| 10 | Different Z Spread Implementations | 1.2 | open | 2012-02-26 | 2012-02-26 | ||
| 9 | EOD Bond Measures | 1.2 | open | 2012-02-26 | 2012-02-26 | ||
| 8 | Customized Component Calibration | 1.2 | open | 2012-02-26 | 2012-02-26 | ||
| 7 | Scenario Tweak Curve | 1.2 | open | 2012-02-26 | 2012-02-26 | ||
| 6 | Detailed Bond Measures | 1.2 | accepted | 2012-02-26 | 2012-02-26 |