Difference between revisions of "CreditCruncher"
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|Short description=A calculator for the credit risk for large portfolios using Monte Carlo method. | |Short description=A calculator for the credit risk for large portfolios using Monte Carlo method. | ||
|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. | |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. | ||
| + | |Homepage URL=https://www.ccruncher.net/ | ||
|User level=none | |User level=none | ||
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|Computer languages=C++ | |Computer languages=C++ | ||
|Documentation note=http://sourceforge.net/docman/?group_id=128910 | |Documentation note=http://sourceforge.net/docman/?group_id=128910 | ||
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|Keywords=calculator,risk managment | |Keywords=calculator,risk managment | ||
| − | | | + | |Version identifier=2.4.1 |
| − | |Last review by= | + | |Version date=2014/03/07 |
| − | |Last review date= | + | |Version status=stable |
| + | |Version download=https://sourceforge.net/projects/ccruncher/files/ccruncher/2.4/ccruncher-2.4.1_src.tgz/download | ||
| + | |Version comment=2.4.1 stable released on 2014-03-07 | ||
| + | |Last review by=Alejandroindependiente | ||
| + | |Last review date=2017/02/25 | ||
|Submitted by=Database conversion | |Submitted by=Database conversion | ||
|Submitted date=2011-04-01 | |Submitted date=2011-04-01 | ||
| − | | | + | |Status= |
| − | | | + | |Is GNU=No |
| − | | | + | |License verified date=2006-03-24 |
| − | | | + | }} |
| + | {{Project license | ||
| + | |License=GPLv2orlater | ||
| + | |License verified by=Ted Teah | ||
|License verified date=2006-03-24 | |License verified date=2006-03-24 | ||
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}} | }} | ||
{{Person | {{Person | ||
| + | |Real name=Gerard Torrent | ||
|Role=Maintainer | |Role=Maintainer | ||
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|Email=gerard@mail.generacio.com | |Email=gerard@mail.generacio.com | ||
|Resource URL= | |Resource URL= | ||
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}} | }} | ||
{{Software category | {{Software category | ||
| − | |Business=calculating,productivity | + | |Business=calculating, productivity |
|Interface=x-window-system | |Interface=x-window-system | ||
}} | }} | ||
| − | {{ | + | {{Featured}} |
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Latest revision as of 20:02, 24 February 2017
CreditCruncher
https://www.ccruncher.net/
A calculator for the credit risk for large portfolios using Monte Carlo method.
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.
Download
https://sourceforge.net/projects/ccruncher/files/ccruncher/2.4/ccruncher-2.4.1_src.tgz/download
Categories
Licensing
License
Verified by
Verified on
Notes
Leaders and contributors
| Contact(s) | Role |
|---|---|
| Gerard Torrent | Maintainer |
Resources and communication
| Audience | Resource type | URI |
|---|---|---|
| Developer,Help,Support | Homepage | http://sourceforge.net/mail/?group_id=128910 |
| Developer | VCS Repository Webview | http://www.generacio.com/svn/repos/ccruncher/trunk/ |
| Bug Tracking | Homepage | http://sourceforge.net/tracker/?group_id=128910 |
Software prerequisites
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 or copyright-licenses or other similar notices described in this text has its own copyright notice and license, which can usually be found in the distribution or license text itself.