Open Source Credit Rating Tool Using Boost
I am looking for users and developers interested in collaborating on an open source sovereign rating model project. If you don't agree with your country's credit rating, here is a chance to do something about it! A pre-release version of the tool is available at http://www.publicsectorcredit.org/pscf.html. Source will be posted to GitHub on 2 May 2012. The tool uses a Monte Carlo simulation which includes calls to Boost's normal and Cauchy random number generators. There are many opportunities for improvement upon the initial version. A blog post explaining the need for this project can be found at: Rating Agency Models and Open Source http://expectedloss.blogspot.com/2012/04/credit-rating-agency-models-and-ope n.html Please contact me if interested. Regards, Marc Joffe Public Sector Credit Solutions marc@publicsectorcredit.org
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Marc Joffe