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Credit Default Curve Add-In

Generate Credit Default Curves

Credit-Default-Curve Converter, Interpolator and Extrapolator.

Convert Hazards, Marginal Conditional Default Probabilities, Survival and Expected Default Probabilities 
Transform transition Matrixes into Credit Curves

For further information see Credit Default Curve EDF Document.

or credit-curve Manual Credit Curve.

Download Credit Default Curve Zip File

Zip file includes: CreditCurve.xll (Add-In), spreadsheet, on-line help and Calculation Principles.

Download Individual Components:

   

Description

Name

Download   C/C++ Add-In  CreditCurves.xll
Download  

On-Line Documentation

ONLY I.E. Browsers
 CreditCurve hlp
 Windows Only

Download

 

Excel Spreadsheet

 CreditCurves.xls

 

 

 

 

 

 

 

 

 

 

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