J.P. Morgan’s CDS Analytical Engine Goes Open Source
Details here
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January 29th, 2009 at 4:49 pm
Do you know if the release – wherever it is – will be limited to ISDA members only (or if there is chit-chat about when the transfer might become public)?
January 29th, 2009 at 5:30 pm
Amicus:
not clear, but I suppose general release, if not it’s not open source.
“ISDA will make the analytical engine available as open source code, thereby increasing transparency around CDS pricing.”
January 29th, 2009 at 7:47 pm
In what sense is this “Open Source” if it cannot be downloaded? Very strange.
February 27th, 2009 at 9:24 am
You just have to enter your email address to download the code. However if you enter an address “@gmail.com” it will ask you to enter your WORK email address. Don’t know whether that fits the standard definition of “open source”
February 27th, 2009 at 9:56 am
I did use my blog address and it worked, of course ISDA and Markit aren’t quite the benchmark when it comes to “open source”. Still mostly posturing.
If you can’t get it, send me an email and I will give a link.