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UnRisk PRICING ENGINE
UnRisk PRICING ENGINE
New in
UnRisk PRICING ENGINE
7
Features
Examples
Documentation
web
UnRisk
: Interactive Online Tool
Buy Online
New in
UnRisk PRICING ENGINE
5
UnRisk
GPU Module
support of NVIDIA Tesla 20 series GPUs
Stochastic Model for Inflation
Inflation Linked Instruments
including inflation linked floater, callable/putable inflation linked bonds, and range accruals
New Interest Rate Instruments
including bund futures and bund future options
Interest Rate/FX Rate Linked Instruments
including callable/putable FX linked bonds and callable/putable FX liked swaps
New Stochastic Equity Models
Variance Gamma Model and Normal Inverse Gaussian Model