Key Benefits And Key Features

The valuation of individual structures under different models, definition of stress tests and extensive what-if analysis

Hundreds of deal types and nasty details fully implemented

The declarative, symbolic programming style and tools for technology integration

The combination of SDE and PDE solvers. Advanced calibration techniques. 

The production of dynamic visualization with so little source code that could be read on a smart phone.

The calculation of xVA management ratios and exposures.

The calculation of VaR including marginal and contribution VaRs across portfolios.