PRICING ENGINE

UnRisk PRICING ENGINE enables the pricing and analytics of the most sophisticated deal types of equities, FX and interest rates.

See full list of supported financial instruments.

UnRisk PRICING ENGINE is an ultra-fast pricing and calibration engine to solve the needs of front office professionals and product controllers for the immediate valuation of derivatives.

Customers enjoy the following key benefits

  • Immediate Results – it comes with instant instruments in 2 front-ends
    • Mathematica
    • Excel
  • High Accuracy and Robustness – numerical schemes are based on the most advanced solvers
  • High Performance Valuation - with built-in parallel computing UnRisk comes standard with computation kernels over multiple-core architectures, local or grid, fully supported by Mathematica and the Excel front-end.
  • Quick Development – the fast growing financial knowledge empowers the implementation of new instruments with minimal efforts
  • Better interpretation – results can be easily combined and visualized

UnRisk PRICING ENGINE offers a key benefit to its customers: They can build large books and receive a system with customized instruments in unprecedented short time, because unlike other systems we have integrated ultra-fast computational engines into the declarative development environment of Mathematica.