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Category: C++ View Full Details
Download Now!Public Sector Credit Framework - Open Source
Submitter: joffemd Date: 2012/5/6
Description:
Open source tool for analyzing and rating sovereign and sub-sovereign issuers using a multi-year budget simulation. If you like this idea, please contribute to the open source project.

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Downloaded 15 times  15  File Size 0 bytes  Supported Platforms Windows/Excel  Home Page http://www.publicsectorcredit.org/pscf.html
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Category: Excel View Full Details
Download Now!Mersenne Twister VBA Class
Submitter: curtis Date: 2012/5/6
Description:
Class: WEB_REG_MT19937
A Pseudo Random Number Generation Class using the Mersenne twister pseudo random number generator.

random number (member functions):

unifrnd Generates random numbers from a continous uniform distribution
normrnd Generates random numbers from a normal distribution
lognrnd Generates random numbers from a log-normal distribution
exprnd Generates random numbers from an exponential distribution
gamrnd Generates random numbers from a gamma distribution
betarnd Generates random numbers from a beta distribution
trnd Generates random numbers from a student’s t-distribution
chi2rnd Generates random numbers from a chi-squared distribution
frnd Generates random numbers from a F distribution
wblrnd Generates random numbers from a Weibull distribution
gedrnd Generates random numbers from a generalized error distribution
nctrnd Generates random numbers from a noncentral t-distribution
ncx2rnd Generates random numbers from a noncentral chi-squared distribution
ncfrnd Generates random numbers from a noncentral F distribution
unidrnd Generates random numbers from a discrete uniform distribution
geornd Generates random numbers from a geometric distribution
binornd Generates random numbers from a binomial distribution
poissrnd Generates random numbers from a poisson distribution
hygernd Generates random numbers from a hypergeometric distribution
evrnd Generates random numbers from a gumbel distribution
gevrnd Generates random numbers from a generalized extreme value distribution
gprnd Generates random numbers from a generalized pareto distribution
sgenrand Initialize the pseudo random generator
genrand Generates random numbers with the Mersenne twister algorithm

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Downloaded 665 times  665  File Size 0 bytes  Supported Platforms   Home Page www.web-reg.de
Rating: 10.00 (1 vote)
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Category: R View Full Details
Download Now!Bootstrapping TSY Yield Curve
Submitter: darek56 Date: 2011/9/19
Description:
1. Bootstraps TSY yield curve
2. Calculates discount factors
3. Calculates forward curve using natural spline
4. Writes the forward curve to a CSV file
Any comments would be appreciated.

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Downloaded 458 times  458  File Size 0 bytes  Supported Platforms   Home Page http://www.quantcode.com/
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