CreditProduct aims to define the functional and behavioral interfaces behind curves, products, and different parameter types (market, valuation, pricing, and product parameters). To facilitate this, it implements various day count conventions, holiday sets, period generators, and calculation outputs.
CreditSuite is a suite of libraries that aims to provide an open source analytics and trading/valuation system solution suite for credit and fixed income products. To this end, it implements its functionality over three main libraries - CreditProduct, CreditAnalytics, and RegressionSuite.
RegressionSuite is a software test suite that incorporates measurements of startup lag and accurate execution times, generating execution statistics, customized input distributions, and processable regression specific details as part of the regular unit tests. It provides a framework around which the individual unit regressors are invoked (and details and statistics collected). Unit regressors are grouped into named regressor sets (or modules), and regressors are created by implementing specific regressor interfaces. These two features make regressors particularly amenable to testing analytics (and other similarly state-light) modules.
Software to build and execute shell command lines from standard input in parallel.