CreditAnalytics creditanalytics1.5

22 May 2012 (v1.5) (Build 449)
 Regressor Framework: Implementation of the regressor set, tolerance check, curve scenario regressors, regression framework suite, and the eventual regression output.
 Discount Curve Regression: Regressing Base Curve Creation, scenario Curve creation, and calculation of spot/effective implied rates and discount factors.
 Credit Curve Regression: Regressing Base Curve Creation, scenario Curve creation, and calculation of spot/effective implied hazard rates, recoveries, and survival.
 FX Curve Regression: Creation of the basis and forward curves, conversion from one to another, and implying of the basis nodes and the enhanced discount curve on the domestic/foreign discount curves.
 Zero Curve Regression: Creation of the zero curve from the product cash flow nodes, implying of the zero rates and zero discount factors at the relevant nodes

Milestone information

Project:
CreditAnalytics
Series:
1.5
Version:
creditanalytics1.5
Released:
2012-05-22  
Registrant:
Lakshmi Krishnamurthy
Release registered:
2012-05-29
Active:
Yes. Drivers can target bugs and blueprints to this milestone.  

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No blueprints or bugs assigned to you.
Assignees:
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Blueprints:
5 Deployment
Bugs:
No bugs are targeted to this milestone.

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File Description Downloads
download icon drip_1.5.jar (md5) Credit Analytics 1.5 jar 2
last downloaded 93 weeks ago
download icon ojdbc14.jar (md5) (Optional) Credit Analytics 1.5 ODBC jar 4
last downloaded 91 weeks ago
download icon README_1.5.pdf (md5) Credit Analytics 1.5 Readme 4
last downloaded 91 weeks ago
download icon CDXCoverage.xls (md5) Credit Analytics 1.5 CDX Coverage 4
last downloaded 91 weeks ago
download icon Coverage_1.5.pdf (md5) Credit Analytics 1.5 Product and Functional Coverage 5
last downloaded 91 weeks ago
download icon UserDeveloperGuide_1.5.pdf (md5) Credit Analytics 1.5 User Developer Guide 3
last downloaded 91 weeks ago
download icon ReleaseNotes_1.5.pdf (md5) Credit Analytics 1.5 Release Notes 3
last downloaded 91 weeks ago
Total downloads: 25

Release notes 

Credit Analytics 1.5 Release
22 May 2012 (v1.5) (Build 449)
 Regressor Framework: Implementation of the regressor set, tolerance check, curve scenario regressors, regression framework suite, and the eventual regression output.
 Discount Curve Regression: Regressing Base Curve Creation, scenario Curve creation, and calculation of spot/effective implied rates and discount factors.
 Credit Curve Regression: Regressing Base Curve Creation, scenario Curve creation, and calculation of spot/effective implied hazard rates, recoveries, and survival.
 FX Curve Regression: Creation of the basis and forward curves, conversion from one to another, and implying of the basis nodes and the enhanced discount curve on the domestic/foreign discount curves.
 Zero Curve Regression: Creation of the zero curve from the product cash flow nodes, implying of the zero rates and zero discount factors at the relevant nodes

Changelog 

This release does not have a changelog.

5 blueprints and 0 bugs targeted

Blueprint Priority Assignee Delivery
Credit Analytics Regression Framework 4 High   10 Deployment
Credit Curve Regression 4 High   10 Deployment
Discount Curve Regression 4 High   10 Deployment
FX Curve Regression 4 High   10 Deployment
Zero Curve Regression 4 High   10 Deployment
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