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 >>

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UPCOMING EVENTS

ICBI Global Derivatives 2008
Annual Conference
Paris, May 19-23, 2008

Frankfurt MathFinance Workshop
Derivatives and Risk Management in Theory and Practice
17-18 March 2008

ISDA 23rd Annual General Meeting
15-17 April 2008