CreditCruncher
This entry published by the Free Software Foundation.
CreditCruncher
http://www.generacio.com/ccruncher/
CreditCruncher is a program that uses the Monte Carlo method to compute the credit risk of large portfolios in which assets are mortgages, loans, bonds, endorsements, or the like (all of them of fixed income with a policy buy/sell and hold). The default time is simulated using a gaussian copula, taking into account the transition matrix (or survival function) and sectorial correlation matrix defined by the user.
Documentation
http://sourceforge.net/docman/?group_id=128910
Licensing
| License | Verified by | Verified on | Notes |
|---|---|---|---|
| GPLv2orlater | Ted Teah | 2453818.524 March 2006 |
Leaders and contributors
| Contact(s) | Role |
|---|---|
 Gerard Torrent | Maintainer |
Resources and communication
| Audience | Resource type | URI |
|---|---|---|
| Developer | VCS Repository Webview | http://www.generacio.com/svn/repos/ccruncher/trunk/ |
| Developer,Help,Support | Homepage | http://sourceforge.net/mail/?group_id=128910 |
| Bug Tracking | Homepage | http://sourceforge.net/tracker/?group_id=128910 |
Software prerequisites
Click here if you'd like to report a problem or make a suggestion that could
This entry (in part or in whole) was last reviewed on 24 March 2006.
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This page was last modified on 12 April 2011, at 14:21.