QuantTools Developer is a Windows-based software used for managing, pricing, and risk management of financial instruments such as fixed income, foreign exchange, and equity derivatives. It is written in C++, Java, .NET, and ActiveX, making it a powerful and versatile modelling toolkit for financial professionals.
CapeTools QuantTools Developer is an impressive financial instrument modelling toolkit that supports C++, java, .NET and ActiveX. This comprehensive software solution is packed with more than 2100 functions that are designed to handle pricing, risk management and management of financial derivatives.
It boasts over 120 categories of financial functions including Markets, Market Curves, Query Market Curves, Credit Derivatives, Option Portfolios, Bonds, IR Legs, Swaps, IR Portfolio, IR Risk, Processes, Simulations, Generic Pricing, Models, Calibration, Statistics Category Group, Technical Analysis, Utils, and FpML.
Markets category encompasses indexes, calendar, and FX objects, while Market Curves’ category includes Regular, XCCY, Bond, Repo & Credit YieldCurves as well as Volatility Curves. Query Market Curves allows the user to query curve objects within the Market Curves category. Credit derivatives come in the form of Credit Link Notes, Credit Default Swaps (CDS), and options that include Regular, Binary, and Structured. Option Portfolios give you access to over 40 exotic option pricers that enable you to manage, select, group and price exotic deals, conduct scenario analysis, bump risk, compute first or second-order risks, as well as solve for any input parameter.
Bonds are supported with Government and regular bond portfolios, compute forwards, Yields, options, repo rates as well as conversion factors. IR Legs provide the user with Flexible fixed or floating interest rate leg structures (CMS, Quanto, Amortised, InArrears), while Swaps are available in Swap contracts, FIX-FIX, FLT-FLT, and FIX-FLT. IR Portfolio comes in Swap, CapFloor, Swaption, BasisSwaps, or CDS books, with access to IR Risk for Interest rate yield curve/volatility risk.
The software also features Processes, which are underlyer process objects designed for simulation, Simulations which can conduct simulation given process objects, Generic Pricing, which supports user-defined deals via Tree, MonteCarlo or PDE and Models that allow you to create interest rate model objects (BlackKarasinski, HullWhite, G2, LMM). Calibration enables you to calibrate interest rate models within the Models Category Group, Statistics Category Group allows generation of random numbers from over 12 distributions while Technical Analysis brings 160 TA functions.
Last but not least, Utils support GRID computing, matrix operations and object serialization, interpolation objects (1D and 2D) as well as the FpML functions which enable reading and querying, via XPath, of FpML documents. In summary, CapeTools QuantTools Developer is a must-have financial instrument modelling tool for any serious financial practitioner that will enable client success by turning financial data into smart decisions.
It boasts over 120 categories of financial functions including Markets, Market Curves, Query Market Curves, Credit Derivatives, Option Portfolios, Bonds, IR Legs, Swaps, IR Portfolio, IR Risk, Processes, Simulations, Generic Pricing, Models, Calibration, Statistics Category Group, Technical Analysis, Utils, and FpML.
Markets category encompasses indexes, calendar, and FX objects, while Market Curves’ category includes Regular, XCCY, Bond, Repo & Credit YieldCurves as well as Volatility Curves. Query Market Curves allows the user to query curve objects within the Market Curves category. Credit derivatives come in the form of Credit Link Notes, Credit Default Swaps (CDS), and options that include Regular, Binary, and Structured. Option Portfolios give you access to over 40 exotic option pricers that enable you to manage, select, group and price exotic deals, conduct scenario analysis, bump risk, compute first or second-order risks, as well as solve for any input parameter.
Bonds are supported with Government and regular bond portfolios, compute forwards, Yields, options, repo rates as well as conversion factors. IR Legs provide the user with Flexible fixed or floating interest rate leg structures (CMS, Quanto, Amortised, InArrears), while Swaps are available in Swap contracts, FIX-FIX, FLT-FLT, and FIX-FLT. IR Portfolio comes in Swap, CapFloor, Swaption, BasisSwaps, or CDS books, with access to IR Risk for Interest rate yield curve/volatility risk.
The software also features Processes, which are underlyer process objects designed for simulation, Simulations which can conduct simulation given process objects, Generic Pricing, which supports user-defined deals via Tree, MonteCarlo or PDE and Models that allow you to create interest rate model objects (BlackKarasinski, HullWhite, G2, LMM). Calibration enables you to calibrate interest rate models within the Models Category Group, Statistics Category Group allows generation of random numbers from over 12 distributions while Technical Analysis brings 160 TA functions.
Last but not least, Utils support GRID computing, matrix operations and object serialization, interpolation objects (1D and 2D) as well as the FpML functions which enable reading and querying, via XPath, of FpML documents. In summary, CapeTools QuantTools Developer is a must-have financial instrument modelling tool for any serious financial practitioner that will enable client success by turning financial data into smart decisions.
What's New
Version 2: N/A