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RiskCraftTM.DERIVATIVES

RiskCraftTM.DERIVATIVES는 폭 넓은 상품 범위와 다양한 평가모형, 뛰어난 계산성능과 정확성을 갖춘 금융상품 평가함수 라이브러리입니다.

상품범위
주식 & 환율
  • European Option
  • Asian Option
  • Range Accrual Option
  • Barrier Option
  • Cliquet Option
  • American Option
  • Average Option
  • Compound Option
  • Two Asset Barrier Option
  • Early Redemption ELS
  • Bermudan Option
  • Forward Start Option
  • Lookback Option
  • Binary Barrier Option
  • Multi-Asset ELS
이자율
  • Bonds
  • FRNs
  • (Dual)Range Accrual Note
  • Power Plus Note
  • in-Arrears Swap
  • Average Swap
  • Spread Range Accrual Swap
  • FRA
  • Bond Option
  • Spread (Range) Accrual Note
  • Interest Rate Swap
  • Currency Swap
  • Spread Swap
  • Caps/Floors
  • Bond Futures
  • Spread Note
  • Average Power Spread Note
  • CMS/CMT Swap
  • Average Spread Swap
  • Range Accrual Swap
  • European Swaption
신용
  • Credit Default Swap
  • Collateralized Bond Obligations
  • Assets Swaps
  • First-to-Default CDS
  • Cash Flow CDO
  • Credit Linked Note
  • N-to-Default CDS
  • Total Return Swap
  • Credit Spread Option
상품
  • Forwards
  • European Option on Futures
  • Quanto Options
  • Futures
  • Asian Options
  • Swaps
  • European Options
  • Barrier Options
  • Swaption
평가모형
  • Black-Scholes Model
  • Lacal Volatility
  • Black-Karasinski Model
  • Stochastic convenience Yield Model
  • Black Model
  • Hull & White Model
  • Finite Difference Method
  • Hazard Rate Model
  • Binomial / Trinomial Tree
  • Black-Derman -Toy Model
  • Monte Carlo Simulation
  • Longstaff-Schwartz Method
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