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Credit Analytics Release 1.6

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Downloads: 42
Released: Aug 13, 2012
Updated: Aug 14, 2012 by Lakshmik
Dev status: Stable Help Icon

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Application Credit Analytics 1.6 jar
application, 848K, uploaded Aug 14, 2012 - 11 downloads

Other Available Downloads

Application Credit Product 1.6 jar
application, 884K, uploaded Aug 14, 2012 - 7 downloads
Application (Optional) Oracle JDBC driver
application, 1533K, uploaded Aug 14, 2012 - 6 downloads
Documentation Credit Analytics 1.6 User Developer Guide
documentation, 294K, uploaded Aug 14, 2012 - 10 downloads
Application Credit Analytics 1,6 Release Notes
application, 114K, uploaded Aug 14, 2012 - 8 downloads

Release Notes

19 July 2012 (v1.6)

* Separation between CreditProduct and CreditAnalytics: Separation of the functional and behavioral interface provided by CreditProduct, and the actual implementation provided by CreditAnalytics – currently merged onto a single jar.

* Curve Re-factoring: Re-factoring and re-creation of the rates curve, the credit curve, the zero curve, and the FX basis/forward curves, along with their serialization, interface stub exposure, the creation factories, and the regression suite.

* Parameter Re-factoring: Re-factoring and re-creation of the component and the multi-sided quotes, the component and the basket market parameters, the credit/rates/FX scenario curve containers, and the environmental market parameters container, along with their serialization, interface stub exposure, the creation factories, and the regression suite.

* Product re-factoring: Re-factoring and re-creation of the bond, CDS, basket CDS, basket bond, Cash/EDF/IRS products, and the FX Spot/forward contracts, along with their serialization, interface stub exposure, the creation factories, and the regression suite.

* BBG CDS Samples: Replication of the Bloomberg CDSW sample pricing in a specimen – incorporation of the credit/rates curve, as well the CDS product contract details, and emitting of the calculation results.

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