UnRisk PRICING ENGINE V 1.7 with more structured exotics and sophisticated deal types.

Februaly 6, 2003-- Version 1.7 of the UnRisk PRICING ENGINE for Mathematica, the universal solution for fast and accurate derivatives pricing and analytics is now shipping. V1.7 covers additional exotic options, structured products and contract features like Call/Put Notices on floaters and bonds and Soft Calls and Reset Features on convertible bonds.

"All efforts put in UnRisk's scalable architecture, declarative programming environment, uncompromised object-orientation and the universality and power of Adaptive Integration pay back now. They allow us, as well as our customers, to enrich and enlarge the base of instrument types accessing the same analytics platform continuously. The more instruments we have implemented the faster we can create new increasingly complex deal types", says Andreas Binder, head of the UnRisk maker MathConsult.

The UnRisk PRICING ENGINE integrates a computationally optimized numerical engine realized in C++ into Mathematica's powerful computation and programming environment

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