List of commercial pricing library ?

Squal · November 22nd, 2005, 6:55 am

Hi,Could someone give me a list of commercial pricing library ?Which one could be the best ? ratio cost / benefitRegards,

WhatsTheStory · November 22nd, 2005, 9:32 am

The best commercial:NumeriX : good for exotic IR / hybrids (coming up the curve on credit but still a way to go yet)Quantifi : niche credit analytics - v good & fastAs for the rest .... not a big fan

Marine · November 22nd, 2005, 1:44 pm

I have used Fintools for single stock options. It's quick and gets the job done.

JohnnyD · December 10th, 2006, 12:34 am

by far the best - ratio cost / benefit- would be FINCAD ..

mj · December 10th, 2006, 9:48 pm

surely that would be quantlib since its free

PaperCut · December 10th, 2006, 10:07 pm

QuoteOriginally posted by: mjsurely that would be quantlib since its free1) QuantLib is notoriously difficult to use. True it's free, but a quick browse through some old discussions here will show this to be true (beyond my own sad little episodes). 2) I like FINCAD. It's cheap and it's terrific.

youyn · December 10th, 2006, 11:34 pm

how about the Tech Hackers?

DrBen · December 12th, 2006, 9:39 pm

For this type of task I would just look at the top listings on a Google! search for a term like "option pricing API" or similar.