LPACalc

Easy and precise derivatives component pricing • Flexible structuring of individual payoffs and pre-defined products • Comprehensive market value simulation and scenario calculation • Counterparty credit risk (CVA, DVA, FVA,...), value added, profitability and risk simulation on a portfolio level
Product and service specifications
Database
• MS SQL Server
Language used
• C#
Operating system
• Windows 2012
• Windows 7
• Windows 8 & 8.1
• Windows Vista
Pricing structure
• Per seat
User interface
• GUI
• Terminal
• Other