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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NEWS

Reval Speeds Up Pricing Complex Instruments in the Cloud with SciFinance

"We were looking for a cost-effective and easy-to-deploy solution to improve the pricing of complex derivative instruments using PDEs or Monte Carlo simulation in our SaaS product. We found it with SciFinance and GPU-enabled models, without having to become experts in parallel coding or CUDA."

CUDA-Enabled Codes

"...the only thing you need to add to get GPGPU acceleration is literally 'CUDA'; it's a single keyword, not a fundamentally different way to formulate the math equations. This allows SciComp's customers to save even more time while also improving accuracy."

Beyond 3D