Thank you, just corrected RV to Relative Value.

As already noted, RV to stand for "Relative Value" - thanks!

<r>Hi - Please ignore if this is not on the lines of what you have in mind for thsi thread - here is my take on the features (Software+docs) that may be commonly usable across all teams (FO, MO, MV, Risk, quant, tech etc)1) Clear, valuation-worthy product details - esp. for the standardized products...

<r>Hi - I originally posted this on the qfcl forum, but the general forum may be more appropriate for it so:Beyond the Lehman 2004 paper, is anyone aware of a site where there are precise definitions and/or mathematical descriptions on how to calculate bond RV measures?Specifically, I am referring t...

<r>Beyond the Lehman 2004 paper, is anyone aware of a site where there are precise definitions and/or mathematical descriptions on how to calculate bond relative value measures?Specifically, I am referring to bond basis, credit basis, discount margin, G Spread, I Spread, OAS, par ASW, par equivalent...

<t>Thanks very much.I've added the load for Credit Analytics 1.3 - currently there is docs, downloads, and source. Around 20th of every other month we try to make a release, so will do the same here.Over time we'll add the other items, and format using the Markups too - unfortunately each hosting si...

outrun - Thank you so much - will try to add Credit Analytics over the weeekend. Any chance the site takes Mercurial/git loads in addition to subversion?Thanks,- Lakshmi

<t>Thank you both.I registered with the qfcl.wilmott, and the site layout seems to mimic other code hosting sites, so the API docs, samples, test/demo suite map well to what Credit Analytics already has.Credit Analytics being in Java, how do you envision this fitting with the qfcl scheme?I think the...

<r>Hi -Would qfin (<URL url="https://docs.google.com/document/d/11_fGYVa0Rq9Xm03EOyGjOQR7jq_MOfr91Pl5i1K6wwg/edit?hl=en_US"><LINK_TEXT text="https://docs.google.com/document/d/11_f ... t?hl=en_US">https://docs.google.com/document/d/11_fGYVa0Rq9Xm03EOyGjOQR7jq_MOfr91Pl5i1K6wwg/edit?hl=en_US</LINK_TEX...

<t>Hi -I would like to announce our open source analytics for valuing bond/CDS/CDX/baskets (and hoping to expand over time to cover more credit products). Our goals for this project are:- Create simple, tight, highly usable, well documented comprehensive credit and bond analytics in Java- Focus righ...