Price Instruments Using Modular Objects

Price interest-rate, equity, commodity, foreign exchange, or credit derivative instruments using a streamlined workflow

The object-based framework supports a workflow for creating instruments, models, and pricer objects to price financial instruments. Using these objects, you can price interest-rate, equity, commodity, FX, or credit derivative instruments. The object-based workflow is an alternative to pricing financial instruments using functions. Working with modular objects for instruments, models, and pricers, you can easily reuse these objects to compare instrument prices for different models and pricing engines. You can use the object-based workflow to price a single instrument or to price a collection of instruments in a portfolio.

Workflow for pricing an instrument or a portfolio of instruments

Featured Examples