CreditSuite

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

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