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	Credit Curve Analytics   CreditCurves.xll :  Generate Credit Curves and Convert any default statistic to another.   Interpolate and extrapolate defaults over different simulation horizons.   Convert Transition Matrices into credit curves.

Credit Curve Generator, 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 Curve EDF Document.

Download Credit Curve Zip File

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

Download Individual Components: