Risk software survey 2012
Trading and risk systems have been updated over the past year to reflect the growing need for regulatory solutions, as well as the new pricing complexity associated with collateral-based discounting. By Clive Davidson
ALGORITHMICA RESEARCH
Version 3.4 of the Quantlab analytics development platform offers extended support for overnight indexed swap (OIS) discounting curves, including support for cross-currency discounting, and enhancements for swap surface building. Version 3.6 of the Algorithmica Risk Management System includes expanded support for calculating potential future exposure and credit valuation
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