CreditSuite suite of libraries aims to provide open source analytics and trading/valuation system solution suite for credit and fixed income products. It implements its functionality over 5 main libraries – CreditProduct, CreditAnalytics, SplineLibrary, SensitivityGenerator, FixedPointFinder, and RegressionSuite.

The main challenges that CreditSuite attempts to address are:
· Implementation of day count conventions, holidays calendars, and rule-based period generators
· Abstract the functionality behind curves, parameters, and products onto defined interfaces
· Unified/standardized methods for curve calibrations, parameter and product implementers and constructors
· Environmental system to hold live ticks, closing marks, and reference data containers
· Enhanced analytics testing
· Ease of usage, installation, and deployment

Project Activity

See All Activity >

Follow CreditSuite

CreditSuite Web Site

Other Useful Business Software
Gen AI apps are built with MongoDB Atlas Icon
Gen AI apps are built with MongoDB Atlas

The database for AI-powered applications.

MongoDB Atlas is the developer-friendly database used to build, scale, and run gen AI and LLM-powered apps—without needing a separate vector database. Atlas offers built-in vector search, global availability across 115+ regions, and flexible document modeling. Start building AI apps faster, all in one place.
Start Free
Rate This Project
Login To Rate This Project

User Reviews

Be the first to post a review of CreditSuite!

Additional Project Details

Registered

2012-08-19
Report inappropriate content