Friday, January 30, 2009
J.P. Morgan’s CDS Analytical Engine Available as Open Source
http://www.isda.org/press/press012909.html

I attempted an implementation of this a while back

http://www.noelwatson.com/blog/PermaLink,guid,fa4d8579-f754-48e0-a485-dc7c6850405f.aspx

 

Friday, January 30, 2009 9:02:40 AM (GMT Standard Time, UTC+00:00)  #    Comments [0]  |  Trackback

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