Serving the Quantitative Finance Community
Vendor solutions for Market Risk
Would anyone care to comment on (provide some pros and cons) the following list of vendor-provided software packages (indended use is primarily for VaR calculation - low volume of trades - vanilla interest rate, credit, FX product):- Imagine Software (derivatives.com)- Reuters Kondor+- FinCAD- UNIVSWAP by MBRMIt would probably be difficult to find someone who can comment on all of these, but any bits of advice would definitely be useful. Obviously any suggestion of a package that is not listed would be appreciated as well.