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Special Forums News, Links, Events and Announcements Software Releases - RSS News CreditCruncher 1.3 (Default branch)
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Old 12-26-2008
CreditCruncher 1.3 (Default branch)
ImageCreditCruncher is a program that uses the MonteCarlo method to compute the credit risk of largeportfolios in which assets are mortgages, loans,bonds, endorsements, or the like (all of them offixed income with a policy buy/sell and hold). Thedefault time is simulated using a gaussian copula,taking into account the transition matrix (orsurvival function) and sectorial correlationmatrix defined by the user.License: GNU General Public License v2Changes:
This release adds a long-awaited feature: thet-Student copula generator. Additionally, a severebug in the gaussian copula generator was fixed,which changes the output data format andbeautifies the risk report.Image

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gambit-logit

GAMBIT-LOGIT(1) 						   User Commands						   GAMBIT-LOGIT(1)

NAME

       gambit-logit - Compute a branch of the logit equilibrium correspondence

SYNOPSIS

       gambit-logit [OPTIONS]

DESCRIPTION

       Compute a branch of the logit equilibrium correspondence

       Accepts game on standard input.

OPTIONS

       -d DECIMALS
	      show equilibria as floating point with DECIMALS digits

       -s STEP
	      initial stepsize (default is .03)

       -a ACCEL
	      maximum acceleration (default is 1.1)

       -m MAXLAMBDA
	      stop when reaching MAXLAMBDA (default is 1000000)

       -l LAMBDA
	      compute QRE at `lambda` accurately

       -L FILE
	      compute maximum likelihood estimates; read strategy frequencies from FILE

       -h     print this help message

       -q     quiet mode (suppresses banner)

       -e     print only the terminal equilibrium (default is to print the entire branch)

       Gambit version 0.2010.09.01, Copyright (C) 1994-2010, The Gambit Project This is free software, distributed under the GNU GPL

SEE ALSO

       The  full  documentation  for  Compute  is maintained as a Texinfo manual.  If the info and Compute programs are properly installed at your
       site, the command

	      info Compute

       should give you access to the complete manual.

gambit-logit: 0.2010.09.01					   January 2011 						   GAMBIT-LOGIT(1)