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Subject: [Boost-users] Video About Open Source Credit Rating Tool Using Boost
From: Marc Joffe (marc_at_[hidden])
Date: 2012-09-28 14:28:27
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 video
describing this project is available at
http://www.youtube.com/watch?v=71d3FXCqKtY and a journal article explaining
the rationale can be found at
http://econjwatch.org/articles/rating-government-bonds-can-we-raise-our-grad
e.
The tool is available at http://www.publicsectorcredit.org/pscf.html. Source
is posted at http://www.github.com/joffemd/pscf. 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.
Please contact me if interested.
Regards,
Marc Joffe
Public Sector Credit Solutions
marc_at_[hidden]
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