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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 09:21:56  +
Revisionuser User: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  +
Has queryThis property is a special property in this wiki. CreditCruncher + , CreditCruncher + , CreditCruncher + , CreditCruncher + , CreditCruncher + , CreditCruncher + , CreditCruncher + , CreditCruncher + , CreditCruncher +
Modification dateThis property is a special property in this wiki. 4 January 2014 01:34:46  +
Page has default formThis property is a special property in this wiki. Entry  +
Has subobjectThis property is a special property in this wiki. CreditCruncher + , CreditCruncher + , CreditCruncher + , CreditCruncher + , CreditCruncher +
EmailThis property is a special property in this wiki. gerard@mail.generacio.com  +
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