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v8625
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Joined: October 25th, 2005, 10:20 pm

Pricing of Market Risk Calculation software packages

April 14th, 2009, 6:53 pm

Trying to find an inexpensive (as inexpensive as it gets) package that would allow me to price and risk manage small portfolios of CDS, FX forwards, and interest rate swaps. There is bobsguide and lots of marketing materials by the vendors, but no clear indication of comparative value for the money. Would prefer to hear user comments/suggestions based on price and features..