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| CreditCruncher |
| Business | calculating + , productivity + |
|---|---|
| Computer languages | C++ + |
| Documentation note | http://sourceforge.net/docman/?group_id=128910 |
| Full description | CreditCruncher is a program that uses the … 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. al correlation matrix defined by the user. |
| Homepage URL | http://www.generacio.com/ccruncher/ + |
| Interface | x-window-system + |
| Is GNU | false + |
| Keywords | calculator + , risk managment + |
| Last review by | Ted Teah + |
| Last review date | 24 March 2006 + |
| License | GPLv2orlater + |
| License verified by | Ted Teah + |
| License verified date | 24 March 2006 + |
| Name | CreditCruncher + |
| Real name | Gerard Torrent + |
| Resource URL | http://www.generacio.com/svn/repos/ccruncher/trunk/ + , http://sourceforge.net/mail/?group_id=128910 + , http://sourceforge.net/tracker/?group_id=128910 + |
| Resource audience | Developer + , Help + , Support + , Bug Tracking + |
| Resource kind | VCS Repository Webview + , Homepage + |
| Revisionid | 4,725 + |
| Revisiontimestamp | 12 April 2011 14:21:56 + |
| Revisionuser | WikiSysop + |
| Role | Maintainer + |
| Short description | A calculator for the credit risk for large portfolios using Monte Carlo method. + |
| Submitted by | Database conversion + |
| Submitted date | 1 April 2011 + |
| User level | none + |
| Version comment | 0.9 beta released on 2006-02-11 |
| Version date | 11 February 2006 + |
| Version download | http://sourceforge.net/project/showfiles.php?group_id=128910&package_id=141273 + |
| Version identifier | 0.9 + |
| Version status | beta + |
| Modification dateThis property is a special property in this wiki. | 25 May 2012 01:08:22 + |
| Page has default formThis property is a special property in this wiki. | Entry + |
| EmailThis property is a special property in this wiki. | gerard@mail.generacio.com + |
| hide properties that link here |
| CreditCruncher#5 + | License of |
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| CreditCruncher#1 + | Person of |
| CreditCruncher#2 + , CreditCruncher#3 + , CreditCruncher#4 + | Resource of |
Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version 1.3 or any later version published by the Free Software Foundation; with no Invariant Sections, no Front-Cover Texts, and no Back-Cover Texts. A copy of the license is included in the page “GNU Free Documentation License”.
The copyright and license notices on this page only apply to the text on this page. Any software described in this text has its own copyright notice and license, which can usually be found in the distribution itself.