[Quantlib-dev] Blog Post on Open Source Credit Rating Models Mentions Quantlib

[Marc J. <ma...@pu...>]

Rating Agency Models and Open Source

http://expectedloss.blogspot.com/2012/04/credit-rating-agency-models-and-ope
n.html

 

I am looking for users and developers interested in collaborating on an open
source sovereign rating model project. If you don't agree with your
country's credit rating, here is a chance to do something about it!

 

A pre-release version of the tool is available at
http://www.publicsectorcredit.org/pscf.html. Source will be posted to GitHub
on 2 May 2012. The tool uses a Monte Carlo simulation but is not based on
the MC tools in QuantLib.  If anyone on the QuantLib team is interested in
integrating our functionality with the library, I would be interested in
discussing that.

 

Regards,

Marc Joffe

Public Sector Credit Solutions

ma...@pu...