UnRisk-Quant is built of the UnRisk Valuation Engine and can be extended by the UnRisk VaR Engine and the UnRisk xVA Engine. It comes with UnRisk Financial Language, a symbolic, domain specific language enabling developers to quickly develop quantitative finance solutions. It combines optimized pricing and calibration engines, programatically manipulated from its language front-end. Proven models for a broad variety of deal types are tuned by the most advanced numerical schemes and the inverse problems of model calibration are solved correctly. UnRisk-Quant comes with a vast variety of deal types and models.
Key Benefits and Key Features
- The valuation of individual structures under different models, definition of stress tests and extensive what-if analysis
- Hundreds of deal types and nasty details fully implemented
- The declarative, symbolic programming style and tools for technology integration
- The combination of SDE and PDE solvers. Advanced calibration techniques.
- The production of dynamic visualization with so little source code that could be read on a smart phone.
- The calculation of xVA management ratios and exposures.
- The calculation of VaR including marginal and contribution VaRs across portfolios.
The standard purchase license is a single machine node-locked license (SML) with a minimum of 8 computation kernels that can be extended in portions of 8 computation kernels to gridUnRisk Local. But we also offer network licenses (NW), which allow the users to use UnRisk simultaneously within the network of their institution. NW-m means the usage of m concurrent front-ends, which each can access 8 computation kernels; NW-m comes with 8*m computation kernels. Customer can purchase seats incrementally. NW licenses can be extended with computation kernels in portions of 16 to gridUnRisk Server. Grid-n on NW-m provides m front-ends working with 8*m+16*n computation kernels in parallel.
You can find the license agreement here.
UnRisk Quant requires
- Microsoft Windows\Linux\Mac OS X Platform
Paid up prices including one year Premium Services. Premium Services include technical and application support, free updates and free home use licenses for UnRisk Quant.
Contact UnRisk Sales
- a Windows executable which installs UnRisk-Quant on your machine
- a Linux executable which installs UnRisk-Quant on your machine (Linux AMD64, built with gcc 4.7)
- a Mac OS X installer which installs UnRisk-Quant on your machine (requires Mac OS X 10.9 or newer)
- a document describing the installation procedure for UnRisk-Quant
- documentation for the optional VaR module
- the release notes for the current version
To be able to use the UnRisk-Quant, you also need a license file. Contact UnRisk Support to obtain your temporary license file.
Full as well as evaluation licenses are subject to the acceptance of the license agreement. If you do not agree to be bound to the license agreement, do not download an evaluation copy.