Projects / CCruncher / Releases / Minor bugfixes

RSS All releases tagged Minor bugfixes

Release Notes: This release improves simulation accuracy, makes some minor changes to the input file format, and adds a new graphic interface. This UI allows editing the input files, submitting Monte Carlo simulations, and conducting credit risk analysis.

Release Notes: This release adds support for the multi-factor model, rewrites the documentation from scratch, and makes some minor changes in the input file format.

Release Notes: This release adds support for macros (useful for sensitivity analysis), solves the precision problem in the survival functions, modifies the t-Student CDF speedup algorithm, and updates the technical document.

Release Notes: This release adds support for stochastic exposure, improves performance significantly, and solves minor bugs.

Release Notes: This version adds support for stochastic recoveries, adds support for simple and continuous interest rates, and considere exposure instead of cashflow events. It also improves the report and solves minor bugs.

  •  02 Sep 2008 20:57

Release Notes: Minor bugfixes. Updated versions of dependencies and tools (expat, open-mpi, gcc, and MSVC).


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