Up to now, I couldn't find suitable software to help structuring. I am wondering whether there is a real need for such software and there are such softwares.If there is a real need and there are no suiatble softwares, I will develop one as a part time project. The basic function will include designing, pricing and analyzing. It will support the products (such as exotic options, structured notes) and features (such as asian, Knock in/out and Lookback) . And I plan to use Monte Carlo to price in quasi-realtime. Maybe I should call it "Realtime Structurer" or "Realtime Exotic Structure" (If only exotic options support).Is it a good idea?Please give me some clues and hints.Thank you in advance.

QuoteOriginally posted by: risingboyIs it a good idea?Please give me some clues and hints.hint: why not talk to your prospective users? it's always a good idea to know your users.if you spoke with structured finance people, you'd realize that without some kind of structuring software there wouldn't be 2000 subprime CMOs out there.

Might you mean something like this?http://www.barra.com/products/derivatool/features.asp

what exactly r u trying to do? r u sure u r talking about "structuring" not "derivatives"?an example of a structuring tool is Intex. however, u really have to work with it to understand what is it for. many companies have their own in-house tools. if u r not in the field, u've no chance of producing anything remotely useful. get to work in structuring first

NumeriX & Quantifi seem to have cornered the market for this type of thing. NumeriX offers cross asset structuring and pricing. Quantifi on the other hand seem to have it sewn up; in terms of structured credit.

I checked the existed software you all mentioned. Numerix (http://www.numerix.com/solutions/index.htm) might be my target. For Numerix shows few about its product, I am not quite sure about the detail.Someone told me structuring was a kind of art and so that it was not necessary to have a software for structuring. I don't agree. Now, at least, I know a commercial software for structuring has its market, althouth there are a lot in-house softwares already.I will try to develop such a software, or a prototype at least. I will let you all know my progress. Further suggestions and comments are appreciated also.Thank you all.