Data Intelligence, Business Analytics
Last week, we released the Public Sector Credit Framework (PSCF) - an open source tool for estimating government bond default probabilities.The methodology relies upon a multi-year budget simulation.
The launch was reported in the Financial Times Alphaville blog at http://ftalphaville.ft.com/blog/2012/05/02/983041/monte-carlo-simul....
The software and supporting research is at http://www.publicsectorcredit.org/pscf.html
The open source repository is at http://www.github.com/joffemd/pscf
If you would be interested in collaborating on this open source project - especially by contributing code - please contact me at email@example.com.