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Quantifi Toolkit

Interfacing models to Excel can be complicated and error-prone.

Quantifi XL Developer provides a robust, simple-to-use, generic method for interfacing client models and data to Excel.

Quantifi XL Developer automatically manages memory, data translation, and error handling and provides a rich set of features including local or remote execution of models.

Quantifi XL Developer can be used by your in-house development staff to extend the functionality of Quantifi XL. It can also be used on a standalone basis to develop custom addins that have no dependency on Quantifi Toolkit.

 

 
 

Full support for a wide range of credit products

  • Credit default swaps
  • Amortizing structures
  • Quanto credit
  • Contingent credit
  • Credit options
  • Baskets
  • Spread products
  • Total return swaps
  • Structured notes
  • Global bonds
  • FI Derivatives
Extensive model library
  • Mean-reverting intensity with jumps
  • Generalized binomial and trinomial trees
  • Generalized multi-factor affine with jumps
  • CIR, BDT, Hull-White, BK, Vasicek and more
       
 
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