eeral

We have hosted the application eeral in order to run this application in our online workstations with Wine or directly.

Quick description about eeral:

eeral is a credit portfolio model for academic purposes. it allows to include various instruments like loans, backup lines, derivatives, n-th to default swaps etc. we start of with a vasicek gaussian factor model but will hopefully extend it further.

Audience: Developers.
User interface: Command-line.
Programming Language: C#.
Categories: