OmniPricer - Price any derivative given the payoff in Excel
Use Savvysoft's OmniPricer to price literally any conceivable type of OTC derivatives structure from any market.
OmniPricer lets you create your own customized derivatives model in record time. Simply specify the derivative's payoff function in a few cells of a spreadsheet, click the OmniPricer button and your new customized derivatives valuation model will be generated instantly.
With OmniPricer, there's no arcane proprietary programming language to learn, so there's no steep learning curve. All you need to know is how to use a spreadsheet, and that's it (though if you prefer to write a C function for the payoff, you're welcome to do that, as well).
OmniPricer handles the full range of OTC derivatives instruments for Interest Rates, Credit, Equities, FX, Convertibles, Commodity, Energy, Electricity, and MBS.
OmniPricer gives you the option of using either Monte Carlo simulation or a multi-factor recombining tree.
To learn more about OmniPricer, please download our whitepaper "How To Model Complex Derivatives On Your Lunch Hour."
| Database |
N/A
|
| Language used |
C
C++
|
| Operating system |
AIX
HP-Unix
Linux
Solaris
Windows 2000
Windows 2003
Windows NT4
Windows Vista
Windows XP
|
| Pricing structure |
Per seat
|
| User interface |
GUI
|
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