[Boost-users] Open Source Credit Rating Tool Using Boost

Subject: [Boost-users] Open Source Credit Rating Tool Using Boost
From: Marc Joffe (marc_at_[hidden])
Date: 2012-04-13 23:33:00

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_at_[hidden]