Need a Head-Start Modeling Credit Sensitive Portfolios ?

looking for an Extendible  CDO structured credit C++ Toolkit?

RiskServers Releases the Extendible Cross Platform    TimeToDefault Asset Pricer Toolkit.

Ideally suited for Pricing & Managing CDO, CLO-CBO, Credit Derivative Portfolios. 

The Extendible C++ Framework is packaged to meet different Budget constraints:

Available Packages.

		TimeToDefault Entry Level Toolkit
		Win32 Excel XLL Starter Toolkit
		CDO Head start
		CDO Source Code SDK

TimeTo Default Starter Toolkit  
Basic C++ Toolkit Contains:

Headers & Implementation Classes
Simple Cash-Flow, 
Fixed / Floating Assets,
Structured Assets/Tranches, 
Simple Collateral, 
Simple Curves

+ 
Headers & Shared Library
C++ Header classes with Static or Dynamic Library. (Either Linux .a,.so or windows .lib .dll)
Obligor Definition,
Obligor Correlations,
Credit Default Hazards 
Monte Carlo Simulator w/Gaussian Copula Engine

For information on Basic Toolkit project, please contact sales.

Win32 TimeTo Default Excel XLL Starter Toolkit  
Basic Win32 XLL C++ Toolkit Contains:

Headers & Implementation Classes
Simple Cash-Flow, 
Assets:Fixed,
Structured Assets/Tranches, 
Simple Curves

+ 
Headers & Shared Library
C++ Header classes with Win32 Static / Shared Library windows .lib .dll
Excel Realms: Streams, Excel Ranges, etc 
Obligor Definition,
Obligor Correlations,
Credit Default Hazards 
Monte Carlo Simulator w/Gaussian Copula Engine

For information on Basic Win32 XLL project, please contact sales.

TimeTo Default CDO Head Start  
Head Start C++ Toolkit Contains:

Headers & Implementation Classes
Intermediate Cash-Flows, 
Assets: Fixed & Floating Assets,
Structured Assets/Tranches, 
Simple Curves

+ 
Headers & Shared Library
C++ classes with Shared / Static Library  windows .dll / .lib
Excel Realms: Streams, Excel Ranges, etc 
Obligor Definition,
Obligor Correlations,
Credit Default Hazards 
Transition Repository & Default Converter.
Monte Carlo Simulator w/Gaussian / Student T Copula Engine

For Further information on CDO SDK project, please contact sales.

TimeTo Default Starter Toolkit  
C++ Toolkit Contains:

Full Source Code
Simple Cash-Flow, 
Assets: Fixed,
Structured Assets/Tranches, 
Simple Curves
Obligor Definition,
Obligor Correlations,
Full Credit Default Curves: Hazards, Survival, EDF, Marginal.
Transition Matrix and Credit Default Curve Converter. 
Monte Carlo Simulator w/Gaussian / Student-T Copula Engine

For information on TimeToDefault SDK project, please contact sales.

Copyright © 2000-2012 RiskServers SA. All Rights Reserved
  About

Financial Instruments carry many risks... & rewards for those who understand them!