Interest Rate Models

Black-76
Bachelier
Vasicek
Generalized Hull-White
Black-Karasinski
LIBOR Market Model
Multi Curve 1 Factor Model

all with advanced calibration schemes

 

Equity Models

Generalized Black Scholes
Dupire
Heston
Variance Gamma Model
Normal Inverse Gaussian Model

 

FX Models

Garman-Kohlhagen
Dupire

 

Inflation Models

Stochastic Inflation Model in combination with 1 Factor Hull & White Model

 

Commodity Models

1-Factor Mean Reverting Log-Normal Model
2-Factor Mean Reverting Log-Normal Model