This is the Linux app named CreditAnalytics whose latest release can be downloaded as CreditAnalytics_2.3.jar. It can be run online in the free hosting provider OnWorks for workstations.
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CreditAnalytics
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DESCRIPTION
CreditAnalytics is a full-featured financial fixed income credit analytics, trading, and risk library, developed with a special focus towards the needs of the credit products community.
In particular, CreditAnalytics provides analytics to value liquid products (CDS, CDX, CDO, and bonds of all types and variants) and semi-liquid/custom products (single credit forwards and options, and portfolio credit forwards, options, tranches, and other structures).
Audience
Financial and Insurance Industry
Programming Language
Python, C++, Java
Categories
This is an application that can also be fetched from https://sourceforge.net/projects/creditanalytics/. It has been hosted in OnWorks in order to be run online in an easiest way from one of our free Operative Systems.