Savvysoft is committed to providing innovative, high-caliber, award-winning derivatives software. With thousands of installations in over 30 countries, Savvysoft's TOPS suite of OTC derivatives pricing models have become the industry standard. Four of the "Big Four" accounting firms rely on TOPS for their OTC derivative valuations.
Savvysoft’s award-winning TOPS derivatives pricing and valuation models cover the broadest range of OTC derivatives instruments. Use TOPS in Excel or integrate TOPS with your preferred system. Savvysoft’s TOPS libraries are designed for surprisingly easy, expedient integrations that are accomplished in a fraction of the time. Use Savvysoft’s OmniPricer to price any conceivable structure by simply entering its payoff function in Excel (no need to learn a cumbersome proprietary language). Savvysoft TOPS covers these markets:
Savvysoft STARS Accounting enables users to comply with ASC 815 / FAS 133 / IAS 39/ IFRS 7 / CICA 3865. The system allows flexible hedge designation / de-designation, automated creation of hedge documentation, hedge effectiveness testing, and journal entry generation.
Savvysoft STARS Risk is a modular, flexible and fully customizable cross-asset, multi-currency VaR and CVA system that can be up and running in less time than it takes to implement traditional systems.
Savvysoft STARS ALM can generate Monte Carlo scenarios of balance sheet items, investment portfolios and debt / swaps. Reports are available for displaying the efficient frontier, optimizing the debt mix across the efficient frontier, and displaying many key financial ratios over the life of the simulation.
Savvysoft’s new Bloomberg app OTC Backtesting&Risk, allows you to backtest illiquid OTC instruments using mark-to-model historical prices. Model inputs are actual historical prices, interest rates and volatilities from Bloomberg's vast database. OTC Backtesting&Risk also offers canned reports, including Historical VaR, Historical CVA and historical performance, and Dodd-Frank scenario analysis right out of the box.
Shhhh! We can keep a secret if you can. If you're a system provider but don’t want the headaches of pricing complex OTC instruments, simply embed Savvysoft’s award-winning, industry-standard TOPS models in your system. Or ask us to do it for you.
Why go through the hassles of programming and debugging mathematical formulas by hand when you can instantly turn them into working C++ code using Calc4Web ? Calc4Web lets you use Excel to immediately convert calculations into C++ code. Simply enter your calculation into the cells of an Excel spreadsheet, click the Calc4Web button, and you'll instantly generate a DLL subroutine that can be integrated into any standalone program. You can even turn calculations into Web services or Excel addins. Secure your spreadsheets. Hide their logic from prying eyes. Embed business logic inside other systems. Avoid the torture of debugging.
Contact us to discuss how we can help meet your derivatives needs.
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