Credit Http://www.aliyun.com/zixun/aggregation/16353.html ">analytics is a multifunctional financial fixed income credit analysis, loan risk, bond analysis, bond risk Bank, Mainly used for credit transactions and bond-trading communities ' needs (CDS, CDX, CDOs, and various bonds).
Credit Analytics 1.3 This version fully implements the standard CDX contract: All index varieties, series, processes, CDX and itraxx versions. Update a onsite detailed valuation and risk calculation sample for a complete set of interest rates, bonds, CDS,CDX and CDO products. Detailed CDs valuations and calibrations measure the segmentation of equity and market measures. The discount margin of bonds and the OAS implementation.
Software Information: http://code.google.com/p/creditanalytics/
Download Address: http://code.google.com/p/creditanalytics/downloads/detail?name=drip_1.3.jar&can=2&q=