bobsguide places cookies on your computer for ad management and other purposes. For details, please visit our privacy policy. To acknowledge this message and use our site, please click continue.

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."

Appears on this section
 
Product and service specifications
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
Tags:
derivatives, pricing, analytics, swaps, swaptions, libor market model, bgm
Similar products/services

More from this company

 

Company profile

Savvysoft makes the market's fastest, most precise and flexible suite of derivatives modeling software, hedge accounting systems, and risk management systems. Founded by the former head of Bankers Trust Derivatives Research (now Deutsche Bank), Savvysoft is consistently ranked #1 in Derivatives Analytics (2004-2010).

View full profile

Your nearest office

Please login to see your nearest office.

Share this page