Mathematica 9 is now available
UnRisk PRICING ENGINE Products
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UnRisk PRICING ENGINE
<New in UnRisk PRICING ENGINE 7
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New in UnRisk PRICING ENGINE 7

  • New Inflation Linked Instruments
    including Inflation Zero Coupon Swap and Inflation Year-on-Year Swap
  • New Credit Linked Instruments
    including CDOs, Basket CLNs, Nth-to-Default Notes and Swaps
  • Interest Rate Model Calibration According to Simpler, Easy-to-Get Market Datasets
  • Expected Coupon Rate Calculations Now Extended to Inflation Products
  • Multi-curve Valuation of a Vast Variety of Bonds


New in UnRisk PRICING ENGINE 6

  • UnRisk GPU Module
    including option valuation under the Heston model and instrument valuation under a general Hull & White model
  • Stochastic Model for Commodities
  • Commodity Instruments
    including commodity futures, options, quanto options, double barrier options, digital options, Asian options, lookback options, and contract feature combinations such as lookback commodity quanto options
  • New Other Instruments
    including options on equity future, inflation linked digital bond, inflation spread, FX quanto options, credit linked notes, total return swaps, and quanto steepener
  • Redemption Schedules for Fixed Rate Bonds
  • New in UnRisk PRICING ENGINE 6.0.1 and Mathematica 9
    Support for up to eight computational kernels per seat