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.