Version 5.9, part of Release 2017a, includes the following enhancements:

  • Default Probability Modeling: Bootstrap default probabilities from bonds using Jarrow-Turnbull model

See the Release Notes for details.

Version 5.8, part of Release 2016b, includes bug fixes.

See the Release Notes for details.

Version 5.7, part of Release 2016a, includes the following enhancements:

  • Date and Time: datetime support for calendar functions

See the Release Notes for details.

Version 5.6, part of Release 2015b, includes the following enhancements:

  • Portfolio Optimization: Calculate mean-variance portfolios with tracking error constraint
  • Credit Scorecards: Set predictor types to numeric or categorical and view summary information
  • Transition Probability Estimates: Enter data using table input
  • Simple Interest Convention: Calculate zero, forward, and discount curves using simple interest

See the Release Notes for details.

Version 5.5, part of Release 2015a, includes the following enhancements:

  • Credit scorecard enhancements for model validation, a binning algorithm, and probability of default computation
  • Life table calibration and simulation for insurance

See the Release Notes for details.