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.
Release Notes: This release adds transition matrix regularization and the computation of the condition number for the Cholesky matrix. Performance has been improved in the file parsing, the copula generation, and the portfolio aggregation. The input file format was also changed to make it more readable.
Release Notes: This release replaces discrete time management by continuous time. It also improves the documentation, solve some bugs, adds the GNU Scientific Library, and has some other minor changes.