Web Pricer:

WebPricer, our web-based pricing and risk interface, will give you access from the web to:

  • Black Scholes, SABR and Heston greeks and implied parameters calculation.
  • Tools for building interest rate curves and SABR option volatility surfaces.
  • Cms, Cap and Swaption pricer.
  • Swap and Basis swap pricer.
  • HJM and BGM multi-factor calibration tools.
  • Callable Swap pricer.
  • Range Accrual and Callable Range Accrual pricers.
  • Delta and vega calculation.
  • Scenario simulation.
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