Components under development

The following components are under development. They will be announced on the homepage as soon as their development process completes.

If you need a component that is not on our list, you can add a request for a new component.

[Browse by type]

• Financial Components
  • Bonds - the initial release will include methods related to interest calculations, NPV, yield, Repo's, Zero rates, forward rates, FRA, Duration based methods and fixed interest bonds. The subsequent version which is at present under development will include coverage of the stochastic theory of bonds.
  • VaR - Value at Risk for portfolios containing cash and derivative products on Equity, commodity and interest rate instruments can be evaluated. The evaluation of VaR can be carried out via historical simulation or principle component analysis.
• Mathematical Components
  • Correlation v4.5 - This next version of the Correlation will include a Client Tool which allows the user to build `Correlation and Regression Rules' through a GUI and them search for pairs within a dataset which satisfy the user defined `Correlation and Regression Rule'.
  • PDE - The powerful techniques of Monte Carlo simulation and Finite Difference methods will be presented with working examples.