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
|
