UNIVLMM - Universal LIBOR Market Model Add-in

 

UNIVLMM implements the cutting edge multi-factor LIBOR Market Model and "Brace-Gatarek-Musiela" (BGM) model to price and risk manage interest rate derivatives, including American and Bermudan Swaptions [with both Mesh and Monte Carlo algorithms supported], and Exotics Interest Rate derivatives such as AutoFlex Caps, Reset Caps, Trigger Swaps and Spread Options. The system automatically calibrates the multi-factor interest rate volatility term structure to any of the traded instruments (e.g. swaptions, caps, floors, collars, corridors, digitals), including fitting expected correlations between different parts of the curve. Calibration and pricing are lightning fast.

The UNIVLMM - Universal LIBOR Market Model Add-in requires UNIVSWAP - Universal Swap Add-in.

Cost of UNIVLLM is US$ 9,999

Why not consider MBRM Comprehensive Combined Package : An inclusive package of our 18 main software packages for US$ 29,999 (This would be a massive saving of over US$ 24,300)

Order Form.

Source code and Multi-purchase discount also available.

UNIVCMS - Universal CMS & Swaptions Add-in

UNIVCONV - Universal Convertibles Add-in

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MBRM, MB RM, MB RISK MANAGEMENT, FSS, FINANCIAL SYSTEMS SOFTWARE, UNIVERSAL MBRM SYSTEM, UNIVSWAP, UNIVERSAL SWAP ADD-IN, USA, UNIVEXOT, UNIVERSAL EXOTICS ADD-IN, UEA, UNIVOPT, UNIVERSAL OPTIONS ADD-IN, UOA, UNIVYLD, UNIVERSAL YIELD ADD-IN, UYA, UNIVZERO, UNIVERSAL ZERO ADD-IN, UZA, UNIVINT, UNIVERSAL INTERPOLATING ADD-IN, UIA, UNIVGARCH, UNIVERSAL GARCH ADD-IN, UGA, UNIVCONV, UNIVERSAL CONVERTIBLES ADD-IN, UCA and UNIVERSAL

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