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As a universal tool for fast-paced and accurate valuation of financial derivatives and quick instrument building, it combines
The UnRisk PRICING ENGINE covers a large variety of
derivatives and structures.
It supports contract features like
The numerical schemes for the pricing of financial derivatives are based on Adaptive Integration and Streamline Diffusion, which typically need drastic fewer time steps and guarantees that key dates and conditions - like dividend days, coupon days, barriers - are always hit.