https://sourceforge.net/p/creditsuite/wiki/Home/Recent changes to HomeenFri, 24 Jan 2014 01:20:46 -0000https://sourceforge.net/p/creditsuite/wiki/Home/<div class="markdown_content"><p>DRIP CreditSuite</p> <p>Lakshmi Krishnamurthy<br /> v2.3 23 January 2014</p> <p>CreditSuite suite of libraries aims to provide open source analytics and trading/valuation system solution suite for credit and fixed income products. To this end, it implements its functionality over 6 main libraries – CreditProduct, CreditAnalytics, CurveBuilder, SplineLibrary, FixedPointFinder, and RegressionSuite.</p> <p>The main challenges that DRIP CreditSuite attempts to address are:</p> <p>Implementation of day count conventions, holidays calendars, and rule-based period generators<br /> Abstract the functionality behind curves, parameters, and products onto defined interfaces<br /> Unified/standardized methods for curve calibrations, parameter and product implementations and constructors<br /> Environmental system to hold live ticks, closing marks, and reference data containers<br /> Enhanced analytics testing<br /> Ease of usage, installation, and deployment<br /> DRIP CreditSuite aims to bring the aspects mentioned above together in one Open Source implementation that readily integrates onto existing systems.</p> <p>The libraries the constitute DRIP CreditSuite are:</p> <p>CreditProduct Focused on the core analytics, and the curve, the parameter, and the product definitions<br /> CreditAnalytics Concerned with the construction and the implementation of the interfaces defined in CreditProduct, analytics environment management, and functional distribution<br /> CurveBuilder Provides the functionality for highly customized discount, forward, credit, and FX curve construction, customized with wide variety of basis splines, calibration instrument types and measures.<br /> SplineLibrary Provides the functionality for building, calibrating, and evaluating different kinds of splines for use in latent state representation.<br /> SensitivityGenerator Details the techniques and methodologies behind the sensitivity generation software employed in Credit Analytics.<br /> FixedPointFinder Provides the implementation of all the standard bracketing and open root finding techniques, along with a customizable and configurable framework that separates the initialization/bracketing functionality from the eventual root search.<br /> RegressionSuite This aims to ease testing of analytics, measurement and generation of the execution time distribution, as well as release performance characterization.<br /> Download DRIP CreditSuite binary along with the complete DRIP CreditSuite source from the link here.</p> <p>To install DRIP CreditSuite, drop it into the class-path. Use Config.xml to configure custom holidays.</p> <p>The Oracle ODBC driver is optional – it is used for the ref data connection.</p> <p>Detailed documentation and downloads for DRIP CreditSuite may be found here.</p></div>Lakshmi KrishnamurthyFri, 24 Jan 2014 01:20:46 -0000https://sourceforge.net6c6b743d0a50f3fe281d4ccd067bd67fbe6ea8eahttps://sourceforge.net/p/creditsuite/wiki/Home/Welcome to your wiki! This is the default page, edit it as you see fit. To add a new page simply reference it within brackets, e.g.: [SamplePage]. The wiki uses [Markdown](/p/creditsuite/wiki/markdown_syntax/) syntax. [[project_admins]] [[download_button]] Lakshmi KrishnamurthySun, 19 Aug 2012 23:36:55 -0000https://sourceforge.net2d46295f2ffc72ce1e247a39a7c370c700914794