07.03.2013

Version 2 of our software is out. Major release with many upgrades, including:

 

  • New improved volsurface model (EQFB2), extends the global fitting region to the short maturities (~1 month)
  • Multi-yieldcurve framework introduced: application to OTC pricing and structured products
  • VolManager:  additional fitting tools, including dividend futures and synthetics
  • Data Management: all market data now viewable and editable in pop-ups, timestamps and tags added, simple tools for saving and loading from DB  

 

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