pricing derivatives

Integration

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

SciIntegrator

SciIntegrator's suite of tools automatically adds wrappers to any SciFinance-generated code to allow easier integration of pricing and hedging 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 >>

Home

Products

SciFinance automates pricing and risk model development

Parallel Computing achieves blazing fast performance with CUDA and OpenMP

SciCalibrator provides pricing model calibration

SciCMD delivers off-the-shelf" and custom pricing models

SciSTCDO is a single-tranche pricing and risk engine

Yield curve builder

Asset class coverage

Company info

News & Events

Resource Center

A resource site with examples, documentation and more...

Communicate

Watch the SciFinance Parallel Computing movie (FLV):


PRESS RELEASES

SciComp Speeds Derivatives Performance with New Parallel Code Styles and SciXpress Features

IN THE NEWS

NVIDIA and SciFinance

"...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

Monte Carlo Greeks in Practice

"...The advantage of such estimation lies in its independence of the underlying model and payoff structure, enabling a generic implementation with little additional programming"

Wilmott Magazine

Software That Writes Itself

"...SciFinance takes complex mathematical models and translates them into something a computer can solve, allowing banks to flexibly change pricing models as they introduce new products."

Newsweek International