UnRisk PRICING ENGINE 4.1 released

New in UnRisk PRICING ENGINE for MathematicaVersion 4.1 (July 2010)

New Bonds

including new steepener types, average rate floater, range accrual with lock-in feature, ...

New Swaps

including new steepener types, avarage rate swaps, spread range accrual swaps

New Equity Derivatives under a Heston Model

Bonds and Swaps with Amortization Features

for a vast variety of callable and putable instruments and structures

Forward Starting Feature

to valuate interest rate instruments having the start date after the valuation date.