StatPro's Pricing Functions
The multi-asset class risk management software
covers the entire span of risk
factors and currently delivers more than 250 pricing functions; a
number that is growing continuously. A full overview of
available risk factors is listed below:
ABS coupon bond
Absolute bonus certificate
Absolute index express certificate
Absolute performance bond
Absolute performance certificate
Absolute spread option coupon bond
Absolute spread option coupon certificate
Airbag bond
Amortizing fixed-rate-coupon bond
Amortizing floating-rate-coupon bond
Asian auto-callable bond
Asian auto-callable certificate
Asian drag bond
Asian drag certificate
Asian lookback barrier bond
Asian lowest level index bond
Asset knocked-in bond
Aussie bond futures
Aussie bond futures
Auto-callable binary-barriermemorybond
Auto-callable knock-in certificate
Auto-callable performance bond
Auto-callable up barrier certificate
Auto-callable weighted performance bond
Average-rate zero-coupon bond
Award bond
Barrier (knock-in) reverse convertible bond
Barrier accrual Asian bond
Barrier bonus certificate on a basket
Barrier cliquet
Barrier option
Barrier vanilla option
Barrier weighted performance certificate
Basket bonus certificate
Basket corridor-bonus bond
Basket corridor-bonus certificate
Basket minimum-absolute-performance bond
Basket minimum-absolute-performance certificate
Basket smart option
Basket tarn bond
Basket tarn certificate
Best performance basket bond
Best performance basket certificate
Best strategy Certificate
Best-end certificate
Binary barrier option
Binary double barrier option
Bond future vanilla option
Bond futures
Bond futures option
Bond option
Bond vanilla option
Bond-dependent performance bond
Bonus bond
Bonus certificate
Boost performance certificate
Bounded-performance-best-sum bond
Bounded-performance-sum bond
Call put performance bond
Call put performance certificate
Callable fixed-rate-coupon bond
Callable zero-coupon bond
Capped bonus certificate
Capped rainbow-Asian bond
Capped stock linked certificate
Capped weighted-performance bond
Capped-best-performance bond
Capped-performance sum bond
Cash-collect certificate
Cds basket
Cds Liquid basket
CDS option
Click lock bond
Composite bond
Composite index
Compound cliquet
Conditional floating-rate bond
Constant-maturity bond
Constant-maturity digital bond
Constant-maturity digital-spread bond
Constant-maturity spread bond
Constant-maturity spread-cap bond
Constant-maturity swap
Constant-maturity-swap cap/floor
Convertible fixed-rate-coupon bond
Convertible fixed-rate-coupon option
Convertible floating-rate-coupon bond
Convertible floating-rate-coupon option
Corridor bond
Corridor bonus certificate
Corridor discount certificate
Credit-default swap
Cross currency interest-rate swap
Cross currency not resetting interest-rate swap
Currency express certificate
Currency-exchange bond
Currency-exchange option
Digital bond
Digital cap
Digital cash or nothing option
Digital cash or nothing vanilla option
Digital floor
Digital FX-linked bond
Digital-range bond
Discount certificate
Discrete average price asian option
Double barrier option
Double barrier vanilla option
Double chance certificate
Double-average bond
Double-digital FX-linked bond
Double-up certificate
Early termination target-event bond
Early termination target-event certificate
Equity forward
Equity swap
Equity vanilla option
Equity-forward basket
Equity-forward basket performance
EuroDollar interest-rate option
EuroDollar interest-rate vanilla option
European index express certificate
European multiasset bond
European option on a basket
European option on the performance of a basket
European option on the performance of a FX basket
Everest memory bond
Express alpha plus bond
Express alpha plus certificate
Express bonus certificate
Express certificate
Express-certificate best payo
First-to-default swap
Fixed reverse floater bond
Fixed-rate range-accrual bond
Fixed-rate-coupon bond
Fixed-rate-coupon bond cdo
Fixed-to-floater coupon bond
Floating rate ABS coupon bond
Floating-rate range-accrual bond
Floating-rate-coupon bond
Floating-rate-coupon bond cdo
Floored average asian bond
Floored negative galaxy bond
Floored put bonus certificate
Floored stock linked option
Forward coupon double barrier bond
Forward-digital bond
FX forward
FX futures
FX restrike basket performance bond
FX vanilla option
Galaxy bond
Galaxy bond with lock-in
Himalaya bond
Himalayan-performance bond
Index express certificate
Index futures
Index linked option coupon bond
Index linked option coupon certificate
Index mini-certificate
Index mini-futures
Index participation
Index-linked bond
Index-linked option
Index-linked vanilla option
Inflation-linked gilt
Interest rate futures
Interest-rate option
Interest-rate vanilla option
Inverse-ratchet bond
Knock-in certificate
Knock-in discount certificate
Knock-in reverse convertible
Knock-in reverse convertible certificate
Knock-out reverse convertible bond
Liquid asset
Lock-bonus asian bond
Lock-in temple bond
Look back fixed strike option
Look back floating strike option
Lookback barrier bond
Lookback barrier certificate
Lookback performance option on a basket
Lowest-performance bond
Lowest-performance certificate
Maxi-rend certificate
Memory Asian bond with bonus
Min max performance bond
Min performance barrier bond
Min performance barrier certificate
Mini-futures on futures
Mini-max bond
Minimum performance barrier bond
Minimum-absolute-performance bond
Minimum-absolute-performance certificate
Minimum-performance bond
Mortgage-backed security
Multi-callable interest-rate swap
Multi-coupon Asian bond
Napoleon Ratchet bond
New-style inflation-linked gilt
OATEI-like bond
Old-style inflation-linked gilt
Option index futures
Option stock futures
Outperformance certificate
Peak lock in bond
Peak lock in certificate
Peered fund
Peered index
Peered stock
Penny stock futures
Penny-stock option
Performance bond
Performance certificate
Performance correlation bond
Performance di erence basket bond
Performance di erence basket certificate
Performance-di erence bond
Plain-vanilla cap
Plain-vanilla floor
Plain-vanilla interest-rate swap
Plain-vanilla swaption
Power certificate
Quoted CDO equity tranche
Quoted CDO mezzanine tranche
Quoted-bond-future option
Rainbow Asian bond
Rainbow Asian certificate
Rainbow min Asian bond
Rainbow-barrier bond
Rainbow-barrier memory bond
Rainbow-double-barrier bond
Ratchet bond
Redemption-currency-Fixed-rate-coupon bond
Relax bonus certificate
Reload bond
Reload bond with rebate
Resetting Rainbow Asian Bond
Resetting Rainbow Asian certificate
Resetting-performance certificate
Reverse bonus certificate
Reverse bonus min certificate
Reverse constant-maturity bond
Reverse convertible
Reverse discount certificate
Reverse index-linked bond
Reverse Mortgage-backed security
Reverse TARN bond
RF curve fixed-rate-coupon bond
RF curve fixed-rate-coupon certificate
Rolling discount certificate
Rolling index futures
Single leg bond futures
Single leg fx futures
Single leg index futures
Single leg interest rate futures
Single leg rolling index futures
Single leg stock futures
Single-coupon performance bond
Single-coupon performance certificate
Single-leg bond futures option
Smart option
Snow ball bond
Spread option
Spread option coupon bond
Spread option coupon certificate
Spread outperformance certificate
Spread trigger fixed coupon bond
Spread trigger fixed coupon certificate
Sprint certificate
Standard inflation-linked bond
Step-guaranteed Bond
Step-up knock-in certificate
Stock futures
Stock-linked option
Stock-linked vanilla option
Structured bond
Sum-of-decrements bond
Sum-of-decrements certificate
Swap
Target-event bond
Three-band performance bond
Timer option
Trigger gap bond
Trigger gap certificate
Trigger option
Turbo certificate
Variance swap
Warrant
Weighted-performance bond
Weighted-performance certificate
Worst currency option basket
Worst-performances bond
Year-on-year inflation vs fixed-rate swap
Year-on-year inflation vs floating-rate swap
Zero-coupon bond
Zero-coupon bond paying inflation
Zero-coupon certificate
Zero-coupon inflation swap
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