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Title

UnRisk STANDARD
Author

UnRisk Consortium
Organization: UnRisk Consortium
URL: http://www.unrisk.com/
Description

The Mathematica application package UnRisk STANDARD offers a collection of elegantly implemented Mathematica functions and objects that map all types of day and calendar conventions, handle interest-rate curves, and define and valuate standard derivatives. Benefiting from Mathematica's high-level programming language and the well-implemented functions of UnRisk STANDARD, the user can rapidly build customized applications. UnRisk STANDARD covers standard instruments that can be valuated analytically, such as:
  • Equity forwards
  • FX forwards
  • Forward-rate agreements
  • Vanilla equity options
  • Vanilla FX options
  • Fixed-rate bonds
  • Vanilla interest swaps
  • Caps and floors
Subject

*Mathematica Technology > Application Packages > Applications from Independent Developers > UnRisk STANDARD
Keywords

unrisk standard, financial software, finance programming, pricing, analytics