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Collateralised Loan Obligations Cash Flow Modeller

TwentyFour Asset management

This project integrates cash flow modelling tool for CLOs usable entirely from Excel.

Dependencies

The project is based on the Qt Libraries version 4.8 and will need them to compile.

In addition to those base libraries it makes use of:

  • The Bloomberg Api (A Bloomberg login is required only if you wish to use Bloomberg functionalities)
  • zlib to manage compressed files (this also require that the QUAZIP_BUILD simbol is defined)
  • Microsoft Office SDK to handle COM items used to comunicate with excel
  • KD Chart to display charts

.Net API

For the documentation regarding the .Net API for the model please refer to the documentation page.

Linked libraries

  • blpapi3_32.dll
  • kdchart2.dll
  • QtCore4.dll
  • QtGui4.dll
  • QtSvg4.dll
  • zlib1.dll

Third party code

This project uses QuaZIP under the LGPLv2 License

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CLO Cash Flow and stress test modelling

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