Savvysoft

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TOPS - Derivatives pricing models
TOPS is a set of pricing models for the widest range of plain vanilla and exotic derivatives. Broad asset coverage includes Fixed Income, Equties, FX, Commodities, Convertibles, MBS, Energy, Electricity and Credit Derivatives. Savvysoft's been ranked the #1 Derivatives Analytics vendor for 5 years. TOPS Fixed Income is a suite of 34...
OTC Backtesting&Risk
 An app on the new Bloomberg App Portal, Savvysoft OTC Backtesting&Risk streamlines the backtesting and risk assessment of illiquid OTC derivatives and To-Be-Announced OTC derivatives structures. For the first time ever, Savvysoft's top-ranked derivatives models have been seamlessly integrated with Bloomberg's wealth of historical...
STARS Accounting -FAS 133/157 IAS 39 Hedge Accounting System
Savvysoft STARS Accounting offers the market's most comprehensive and robust solutions for the FAS 157 / 133, IAS 39, and CICA 3865 accounting standards. Our STARS Accounting web-hosted solution provides full functionality for rapid hedge accounting compliance. It handles the entire range of OTC and plain vanilla instruments from every market,...
STARS Risk - Portfolio Risk Management and Trading System
STARS Risk is the most advanced, most configurable, and most wide-open portfolio and risk management system available. STARS handles: any instrument in any market using any user-defined model for any calculation Best of all, you can re-configure STARS to recognize new instruments and use new valuation models without any...
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...
Calc4Web - Automatically turn Excel models into compiled C++
Calc4Web turns Excel spreadsheets into compiled C++ routines. This means you can ► Code math in seconds. Work 10 times faster ► Use Excel calculations in other systems & as Web Services automatically ► Secure spreadsheets. Hide proprietary algorithms from prying eyes ► Run Excel faster. Create Excel custom functions (UDFs). No...
Savvysoft Turnkey Valuation Services
With tens of billions in writedowns from the credit meltdown, you need an independent source of valuations for all your instruments Need a portfolio priced? Don't want to bother with installing and maintaining a system to do it? Let Savvysoft Turnkey Valuation Services do the work for you. Savvysoft's award-winning TOPS models have been used...
Derivatives Consulting Services
Besides creating award-winning models and software, the Savvysoft team has also helped many market participants deal with their derivatives problems through our consulting practice. Projects we've worked on for major banks, corporations, and Big Four consultants have included: model validation trading system validation risk...
Custom Derivatives Modeling Services
Our TOPS suite of models is far and away the most comprehensive on the market. Chances are, if you have a derivative you need to price, Savvysoft has a model that handles it. But, on the odd chance we don't, give us a call anyway. With our custom modeling services, Savvysoft can build new pricing models extremely quickly, and deliver them as both...
CorporateDefaults - Market-implied default probabilities
CorporateDefaults quantifies market sentiment regarding a company's default risk. When public companies get into financial trouble, rumors fly and the market usually has more information than that company's latest balance sheets or press releases. As Warren Buffet says, "The Market Knows." Wouldn't it be great if there was a way to...