SuperDerivatives

margarita · Post by **margarita** » Mon Jan 29, 2007 5:53 pm

Not exactly software in the strict sense of the word, but has anyone any comments/views on SuperDerivatives internet pricer?

Thanks,

margarita

quantie · Post by **quantie** » Tue Jan 30, 2007 3:09 am

there are pretty good in fx what are you looking for?

margarita · Post by **margarita** » Tue Jan 30, 2007 8:04 am

We are looking for a quick shortcut solution for mark-to-market of structured products (interest rate structures and/or fx, mainly). They have a mtm module which is separate from their individual pricing modules. At the moment, they don't have some of the structures we need (e.g. snowball) but they are promising they can develop to our needs.

Do people know of alternative "vendors" for this sort of thing? (developing in-house is not an option at the moment).

Thanks!

margarita

Dimatrix · Post by **Dimatrix** » Tue Jan 30, 2007 10:28 am

Hi margarita,

I know some people probably won't like this, but:

If you have Bloomberg, you can use the SWPM function and set up a lot of fixed income structures as swaps: Range Accruals, Steepeners... I think they have snowballs as well, can't check it now. Don't know if its good enough for you. You might want to use your own Vol though.

Otherwise I would suggest Fincad XL, which you can find here:

Fincad

Its cheap, good and you can use it in Excel. They definitely have snowballs, check here: Product Coverage. Hope, this helps a bit.

margarita · Post by **margarita** » Tue Jan 30, 2007 2:18 pm

thank you, dimatrix, for the lead: I am looking into it.

nsande · Post by **nsande** » Tue Jan 30, 2007 3:17 pm

Numerix

and

Reech

These should both be able to solve your problems.

margarita · Post by **margarita** » Tue Jan 30, 2007 4:33 pm

thank you - thank you for your help!

Getting busy...

margarita

FDAXHunter · Post by **FDAXHunter** » Fri Apr 13, 2007 3:26 pm

Can I bump this up again?

A friend of mine, who is too shy to post (or too inept? Anyway...), is wondering about their products. Quantie said that he perceives them as good in the F/X space. I'd be curious if I could elicit some more comments from any users/abusers/other?

bitofbully · Post by **bitofbully** » Fri Apr 13, 2007 3:52 pm

my mate uses them for FX and some other things too ... i'll pop him an email and ask him about his thoughts on them and get back to you.

FDAXHunter · Post by **FDAXHunter** » Fri Apr 13, 2007 3:53 pm

Much obliged kind Sir.