New in UnRisk PRICING ENGINE 4

• Built-in parallelism in the Mathematica and Excel front ends
• Swap valuation under the LIBOR market model
• Expected interest rates for various instruments
• Survival probabilities of callable/putable interest rate instruments
• Expected coupons and survival probabilities are calculated under the interest rate models, the one- or two-factor Hull-White, Black-Karasinski, LIBOR market model
• Valuations of options under the Heston model
• HTML-based documentation
• With built-in parallelism and HTML-based documentation, UnRisk PRICING ENGINE 4 fully exploits Mathematica's capabilities
• 4.0 Release Notes