pricing derivatives

SciIntegrator

Need tools to help with integration? Look no further than SciIntegrator.

SciIntegrator's suite of tools automatically adds wrappers to any SciFinance-generated code to allow easier integration of pricing and risk models into trading and risk management systems, web sites and applications with no programming.

  • SciXL generates Microsoft Excel add-ins for SciFinance-generated codes and produces custom spreadsheets into which you can load the add-ins to immediately run your pricing models. Spreadsheets are customized to the model, with all inputs and outputs labelled for ease of use. Modify the SciXL templates to configure the spreadsheets just the way you want them.
  • SciCOM generates COM "wrapper code" around SciFinance-generated C code.
  • SciNet generates .Net "wrapper code" around SciFinance-generated C code.
  • SciJava generates Java "wrapper code" around SciFinance-generated C code.


Benefits

  • Reduces time and cost of integrating pricing models with trading and risk systems.
  • Allows you to use your preferred development technologies.
  • Broadens the availability of SciFinance-produced models throughout the organization.


Need more information on SciIntegrator? Contact us >>

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SciComp to exhibit at Global Derivatives Trading & Risk Management. 25% Discount for SciComp Contacts.

16 - 20 April 2012, Hotel Arts Barcelona

Software vendors and service providers ease GPU adoption

...this approach masks the complexity of parallel programming from the end user, leaving them free to define the characteristics of the pricing model that they want to run on GPUs.