RSS All releases tagged Stable

  •  07 Mar 2014 15:59

Release Notes: This release embeds fonts in PDF technical documents because some users reported visualization/printing problems.

  •  27 Feb 2014 15:29

Release Notes: This release improves the technical document by reorganizing the content and adding a discussion about portfolio optimization. The program adds a header with information in the output files and computes the averaged exposure for each segment. The parameter 'OnlyActiveObligors' has been removed from the input file.

  •  10 Sep 2013 14:19

Release Notes: This release adds a new technical document, which was rewritten from scratch. Risk disaggregation was added to the risk analysis. Minor changes were made to the input file format.

Release Notes: This release adds support for the Latin Hypercube Sampling method, increases overall program speed by a factor of 2-5, and solves a bug in the aggregation procedure.

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.

Release Notes: This version improves t-Student copula fit, replaces MPI support by multi-threading, and improves performance. Also, some minor changes in input file format and command line arguments have been made.

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LIMA-CALLAO

An enterprise accounting software.

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libHX

A library for quick day-to-day C programming.