- Development in C# of a library for computation of default probabilities and spreads for Moroccan issuers' market
- Development in C# .Net of a computational tool for Value-At-Risk of Bonds portfolio on the Moroccan market
- Developement of Excel Add-ins including:
     • Pricing of all types of debt
     • Sensitivity calculation of a bonds portfolio
     • Construction of the yield curve
     • Pricing of convertible bonds and bonds redeemable in shares
- Creation of databases containing financial data: balance sheets and income statements