CreditAnalytics

CreditAnalytics is a full-featured financial fixed income credit analytics, trading, and risk library, developed with a special focus towards the needs of the credit products community.
In particular, CreditAnalytics provides analytics to value liquid products (CDS, CDX, CDO, and bonds of all types and variants) and semi-liquid/custom products (single credit forwards and options, and portfolio credit forwards, options, tranches, and other structures).

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License

Apache License V2.0

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Additional Project Details

Intended Audience

Financial and Insurance Industry

Programming Language

C++, Java, Python

Related Categories

Python Financial Software, C++ Financial Software, Java Financial Software

Registered

2012-01-13

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