http://directory.fsf.org/wiki?title=CreditCruncher&feed=atom&action=history 2013-05-22T20:09:33Z Revision history for this page on the wiki MediaWiki 1.20.2 http://directory.fsf.org/wiki?title=CreditCruncher&diff=4725&oldid=prev 2011-04-12T14:21:56Z

<p>Created page with &quot;{{Entry |Name=CreditCruncher |Short description=A calculator for the credit risk for large portfolios using Monte Carlo method. |Full description=CreditCruncher is a program that...&quot;</p> <p><b>New page</b></p><div>{{Entry<br /> |Name=CreditCruncher<br /> |Short description=A calculator for the credit risk for large portfolios using Monte Carlo method.<br /> |Full description=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.<br /> |User level=none<br /> |Status=Live<br /> |Component programs=<br /> |Homepage URL=http://www.generacio.com/ccruncher/<br /> |VCS checkout command=<br /> |Computer languages=C++<br /> |Documentation note=http://sourceforge.net/docman/?group_id=128910<br /> |Paid support=<br /> |IRC help=<br /> |IRC general=<br /> |IRC development=<br /> |Related projects=<br /> |Keywords=calculator,risk managment<br /> |Is GNU=n<br /> |Last review by=Ted Teah<br /> |Last review date=2006-03-24<br /> |Submitted by=Database conversion<br /> |Submitted date=2011-04-01<br /> |Version identifier=0.9<br /> |Version date=2006-02-11<br /> |Version status=beta<br /> |Version download=http://sourceforge.net/project/showfiles.php?group_id=128910&amp;package_id=141273<br /> |License verified date=2006-03-24<br /> |Version comment=0.9 beta released on 2006-02-11<br /> }}<br /> {{Person<br /> |Role=Maintainer<br /> |Real name=Gerard Torrent<br /> |Email=gerard@mail.generacio.com<br /> |Resource URL=<br /> }}<br /> {{Resource<br /> |Resource audience=Developer<br /> |Resource kind=VCS Repository Webview<br /> |Resource URL=http://www.generacio.com/svn/repos/ccruncher/trunk/<br /> }}<br /> {{Resource<br /> |Resource audience=Developer,Help,Support<br /> |Resource kind=Homepage<br /> |Resource URL=http://sourceforge.net/mail/?group_id=128910<br /> }}<br /> {{Resource<br /> |Resource audience=Bug Tracking<br /> |Resource kind=Homepage<br /> |Resource URL=http://sourceforge.net/tracker/?group_id=128910<br /> }}<br /> {{Software category<br /> |Business=calculating,productivity<br /> |Interface=x-window-system<br /> }}<br /> {{Project license<br /> |License=GPLv2orlater<br /> |License verified by=Ted Teah<br /> |License verified date=2006-03-24<br /> }}</div>

WikiSysop