+1 212 742-8677
 
+1 212 742-8677


Savvysoft Products

New markets, and new products. New models, and new risks. From Swaptions to Snowballs, TARNS to Power Reverse Dual Currency Notes, the derivatives universe is expanding rapidly, and each day brings new opportunities, and new challenges.  Only Savvysoft offers the technology to manage them all. Savvysoft's products include:

TOPS: Suite of over 100 models for pricing and hedging the market's widest range of plain vanilla and OTC derivatives in the Credit, Interest Rate, Equity, FX, Commodity, Convertibles, MBS, Energy and Electricity markets.

NEW! TOPS now features the world's first Libor Market Model (BGM) for interest rate derivatives that uses a multi-factor recombining tree for unparalleled speed and accuracy.

OmniPricer: Create your own derivatives model in record time by simply specifying its payoff function in a few cells of a spreasheet. Price new structures that haven't even been invented yet, with either Monte Carlo simulation or a multi-factor recombining tree. No need to have a PhD or learn a proprietary programming language.

STARS: Standalone portfolio, risk management and hedge accounting system, which can handle any instrument in any market using any model for any calculation. Calculate VaR and perform FAS 133/IAS 39/CICA 3865 hedge effectiveness testing.

TOPS-Book: Excel-based portfolio and risk management system.

FreeCreditDerivatives: Market-implied default probabilities for indices.

CorporateDefaults: Market-implied default probabilities by issuer.

Calc4Web: Generate C++ code from Excel spreadsheets.Secures Excel spreadsheets, allows them to run 300 times faster and makes them instantly portable, even to the Web.

Savvysoft also creates custom models upon request.

We also offer an independent pricing service which securely delivers mark-to-market prices for portfolios of plain vanilla and complex structures on a daily, monthly, or quarterly basis.

Please contact us to discuss how we can help you.

 

 

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