REAL
REAL provides solutions for risk management, model valuation, and benchmarking, utilizing a powerful description language that helps ensure virtually unlimited instrument coverage. The complexity of exotic derivatives requires a tool to help ensure even the most exotic are properly priced; REAL meets this need by providing single or multi-factor models with a choice of numerical methods to price and structure derivatives in a wide range of asset classes.
Features
- Prices a range of products such as interest rate, FX, equity, credit derivatives, fund derivatives, inflation, commodity derivatives and hybrids
- Integrates into client applications with either XLL or fully documented DLL
- Utilizes a range of numerical techniques with multi-factor modeling capabilities
- Updates continually with features from a growing number of quantitative analysts and developers
Benefits
- Allows complete asset and product coverage
- Provides confidence in your valuations and exposures
- Helps ensure efficiency by incorporating industry standard and current quantative techniques
- Provides a benchmark for internal validation
- Offers a cost efficient licensing model
- Provides support services from a team of market experienced professionals