Administration

  • Flexible definitions of users and their roles, data and parameter settings
  • Task scheduling and monitoring

Market Data

  • Definitions, settings, qualifiers, templates for the relevant market data
  • Data, history and events
  • Models and calibration

Instruments, Portfolios, Scenarios

  • Deal types and models of UnRisk PRICING ENGINE
  • Instrument groups/portfolios and events
  • Scenarios and scenario groups

Valuation

  • Instrument groups
  • Scenario groups
  • Interactive runs or batch schedules and runs

Simulation and VaR

  • Instrument groups
  • Scenario schedules
  • Interactive runs or batch schedules and runs

 

System Requirements

  • Microsoft Windows Compute Cluster Server
  • gridMathematica and gridUnRisk (PRICING ENGINE)
  • Microsoft SQL Server