CreditAnalytics is a Open Source 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, 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).
Written in java, the whole library is contained in a single jar file (1.3 MB size).
Please check out the code and samples at http://code.google.com/p/creditanalytics/ and
http://sourceforge.net/projects/creditanalytics/
Initial version is just the analytics library, we are soon hpoing to add tick, closing, and reference data.
Appreciate your feedback, thanks
In particular, CreditAnalytics provides analytics to value liquid products (CDS, CDX, 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).
Written in java, the whole library is contained in a single jar file (1.3 MB size).
Please check out the code and samples at http://code.google.com/p/creditanalytics/ and
http://sourceforge.net/projects/creditanalytics/
Initial version is just the analytics library, we are soon hpoing to add tick, closing, and reference data.
Appreciate your feedback, thanks