Serving the Quantitative Finance Community

 
User avatar
tglauner
Topic Author
Posts: 4
Joined: December 27th, 2002, 7:44 pm

Vendor software for cashflow CLOs

October 11th, 2008, 1:19 am

I am looking for a financial library or software package that can value and risk manage cashflow CLOs. The system should come with the Terms&Conditions of CLOs and be able to provide valuations and sensitivities to CDS spreads of the underlying issuers of the collateral of the CLO. I understand that Intex provides the cashflows of the CLO but I am not aware of a library or software package that provides the analytics as well.
 
User avatar
sanjuu
Posts: 0
Joined: November 21st, 2005, 6:01 pm

Vendor software for cashflow CLOs

January 30th, 2009, 2:32 pm

Hi, You need to contact Quantifisolutions.com. They have very good CLO Cash Flow models that you can use. www.quantifisolutions.com ThanksSanjuu