CreditAnalytics is a unique, easy to use, 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).
CreditAnalytics is written in the Java programming language and can be run on Mac OS X, Windows and Linux.
Requirements:
· Java