eeral

eeral is a credit portfolio model for academic purposes. it allows to include various instruments like loans, backup lines, derivatives, n-th to default swaps etc. we start of with a vasicek gaussian factor model but will hopefully extend it further.

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License

Python License (CNRI Python License)

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Additional Project Details

Operating Systems

Windows

Languages

English, German

Intended Audience

Developers

User Interface

Command-line

Programming Language

Related Categories

C# Financial Software

Registered

2006-06-13

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