So not standardized in the CDX, iTraxx sense then?

A pointer to info on the standardized FTDs would be much appreciated.

<t>Correction, two papers, neither by Grandmont: "Stationary Sunspot Equilibria in an N Commodity World", R. Guesnerie, 1986 and "Stationary Sunspot Equilibria in a Finance Constrained Economy", M. Woodford, 1986. The Grandmont paper in that volume is "Stability of Cycles and Expectations". Was all ...

The book with that title contains a great paper by Grandmont with the catchy title of "Stationary sunspot equilibria" or something like that which I think is pretty much what you're looking for.

Type "nonlinear economic dynamics" into google ...

Hmm ... except that Maxima is a mix of C and Lisp ...

You could try Maxima: http://maxima.sourceforge.net/

<t>Full disclosure: I work for Codefarm ...Galapagos CDO Structurer currently supports S&P CDO Evaluator 2.4.3, 3.1 and 3.2 and Moody's CDORom 2.1, 2.2 and 2.3. Depending on the sophistication of the arranger's existing techniques I'd expect Galapagos to produce equivalent or better tranche spre...

<t>I'd be very interested in hearing anything people have to say about the Quantifi Toolkit, in particular,* Comprehensiveness wrt CDO/CDO^2/CDO^2+ABS pricing, synthetic vs. cashflow.* Comprehensiveness wrt base correlation: computing curves from index data; interpolation methods; expected loss mapp...