CCruncher

  122 downloads
2.3 GPL (GNU General Public License)    
  not rated
A free tool for credit risk modeling

description

download

specifications

changelog

CCruncher is an open source graphical and command-line software that uses the Monte Carlo method to calculate the Value At Risk (VAR) of huge credit portfolios.

The Monte Carlo algorithm used in the CCruncher software allows users to consider multiple variables, such as the amount and date of each payment.
READ MORE   
Last updated on September 11th, 2013
4  
CCruncher - The main window, where users can load ccrunch files and create simulationsCCruncher - The Defines dialog, where users can define various variablesCCruncher - Running a sample simulation with the CCruncher appCCruncher

0 User reviews so far.

SUBMIT