Other Risk Assessment Tools
QuantLib is the most
successful open source project for quantitative
finance in the world. Created by StatPro, it provides
financial pricing libraries and tools for building pricing
functions.
Our risk management module and complex
assets pricing service, have been built around QuantLib
and we have created an additional layer o
f pricing
functions, available in QuantLib2
Certified QuantLib
In the past clients have contacted us because they wanted to use
QuantLib but their IT policy did not permit the use of open source
software in production platforms. They needed a "certified" version
of QuantLib, free of mal-ware and guaranteed by a professional
operator. At the same time, they wanted to have our support and
access our consultancy services for integrating QuantLib inside
their software environment.
Following this market need, StatPro has started offering a
"Certified QuantLib" version. The product is an adapted version of
QuantLib, modified by StatPro in order to meet the client
requirements of reliability, stability and absence of mal-ware or
malicious software potentially dangerous in a production
environment. Additionally the purchase of Certified QuantLib opens
the doors to our quantitative consulting services and the support
of some of the founders and creators of QuantLib.
QuantLib2
StatPro covers in its risk management and complex asset pricing
offering more than 250 pricing functions. These pricing functions
have been created using QuantLib tools but are not available in it:
they are part of a StatPro's proprietary library called
QuantLib2.
StatPro has selectively sold in the past its pricing library
QuantLib2. The library gives the user access to a
complete universe of pricing functions for risk
assessment covering every asset class from equity, fx,
interest rate-linked products to mortgage-backed securities.
See
all pricing functions