CurveBuilder

An Open Source, operating system independent and free Java library that provides various functionality
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CurveBuilder Ranking & Summary

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  • License:
  • www.credit-trader.net
  • Price:
  • FREE
  • Publisher Name:
  • Lakshmi Krishnamurthy

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CurveBuilder Description

CurveBuilder is an open source and portable library software written in the Java programming language and designed to provide functionality for highly customized forward, discount, credit, and FX curve construction. Its functionality is implemented over the Latent State Representation, Latent State Estimator, Latent Curve State, Latent State Creator, Analytics Definition, and Rates Analytics packages, in order to achieve its design goal. This library is part of the Credit Trader suite that contains the CreditAnalytics, SplineLibrary, CreditProduct, RegressionSuite, and FixedPointFinder libraries. Being written in Java, CurveBuilder is compatible with any operating system where the Java Runtime Environment is installed.


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