| Application |
Component |
Purpose |
| |
|
|
|
Financial-Risk-Manager
|
|
|
| |
Position-Manager |
Insert, Update and Delete
Trades |
|
| |
Portfolio-Editor |
Edit, Mirror, Hedge Trades. |
|
| |
Cash-Flow-Manager |
Insert, Edit and Delete Position Cash-Flows |
|
| |
Implied Volatility Surface Manager |
Insert, edit and Delete Vol. Surfaces |
|
| |
Credit-Terms & Conditions-Manager |
Create, Edit or Delete Counterparties,
Accounts, Obligors, Recoveries, Devaluation, Rating Systems, |
|
| |
Credit-Default-Curve-Manager |
Compute, Convert, Interpolate and
Extrapolate
Credit Curves, Transition Matrices, Obligor Correlations. |
|
| |
Analysis Definition |
Simulation Methodology, Risk Factor
Control, Time-Steps, Assumptions and Engine Configurations |
|
| |
Report Manager |
Use Defined Reports, Report Slice and
Dice, Bucket Width, Quantile, etc |
|
| |
Exposure Drilldown |
Tail, Bucket width control for Credit Tag
Slicing and Dicing |
|
|
What-If Scenarios |
Define, Edit and Delete Correlate and
Uncorrelated What-If Scenarios, Parallel Curve Shifts, Curve
Twists, Predictive Stress Test, Spectral decomposition, and
Conjugate gradient definition |
|
Unitized Time-Series-Manager |
|
|
| |
Data Input Output |
Import and Export Time Series |
|
| |
Market Data Definition Editor |
Manage Risk Factors |
|
| |
Missing Vertex Handler |
Compute Missing Vertices |
|
|
Missing Price Date Extrapolator -
Interpolator. |
Interpolate Extrapolate Missing Prices |
|
| |
Unitized Returns and Moments. |
Compute Returns |
|
| |
Multivariate Stochastic |
Compute Correlations |
|
| |
|
|
|
| Risksvr™ |
|
|
|
|
Time-Series Analyzer
|
|
|
|
OO Instrument Hierarchy
|
|
|
|
|
OO Atomic Flows Accumulator
|
|
|
|
|
Report Manager
|
|
|
|
|
Memory Manager
|
|
|
|
|
Plug-In Valuation Engine
|
|
|
|
|
OO Data Dictionary Stream
|
|
|
|
|
Account-Counterparty-Obligor Manager
|
|
|
|
|
Credit Exposure Accumulator
|
|
|
|
|
Loss Given Default Accumulator
|
|
|
|
|
Country Devaluation and Wrong Way Exposure Calculator
|
|
|
|
|
Gaussian and Student-T Copula Simulator
|
|
|
|
|
Benchmark Scaler
|
|
|
|
|
Multivariate Generators (OO Cholesky,
SVD, Unitized Returns, Spectral Decomposition
|
|
|
|
|
High Quality Best of Breed Random Generators
|
|
|
|
|
Par Rate Zero Coupon Converter, Bootstrap And Arbitrage Violations.
|
|
|
|
|
Time-To-Default Calculator
|
|
|
|
|
Portfolio Ageing Manager
|
|
|
|
|
Cash-Account and Reinvestment Manager
|
|
|
|
|
Migration Market Data Time-Step Synchronizer
|
|
|
|
|
User Defined Report Manager
|
|
|
|
|
Mean-Variance Analyzer
|
|
|
|
|
Portfolio Optimizer
|
|
|
|
|
Omega Calculator
|
|
|
|
|
Conditional Multivariate Delta Gamma Simulator
|
|
|
|
|
Arrow-Debreu / Taylor Expansion Simulator
|
|
|
| |
Multi-Step Scenario and Stress
Test Manager. |
|
|
