uni software plus

accurate derivatives analytics

A MathConsult Solution for

Traders, Treasurers, Structurers who want a solution for:

  • powerful derivatives pricing & analytics
  • easy- to-use-instrument building
  • visual exploration of complex contracts

Quants, Structurers and Risk Managers who search for:

  • quick modeling-, configuration- and customization capabilities
  • what-if analysis with respect to contractual rules and market developments

Designed for Professionals

As a universal tool for fast-paced and accurate valuation of financial derivatives and quick instrument building, it combines

  • a computationally optimized numerical engine realized in C++
  • the declarative programming, symbolic computation and visualization capabilities of Mathematica
  • task-oriented front-ends (Excel, Mathematica)

Broad Deal Coverage

The UnRisk PRICING ENGINE covers a large variety of

  • equity based
  • FX based
  • interest-rate based

derivatives and structures.

It supports contract features like

  • early exercise
  • discrete dividends
  • callable/putable interest instruments
  • rounding rules for floating payments
  • in-arrears structures.

Accuracy and Speed

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.

Availability, Pricing and more

The UnRisk consortium is built of MathConsult and uni software plus. For more information visit UnRisk.com.