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dowjones123
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Derivative Pricing Packages - Analysis

October 18th, 2012, 3:30 pm

HiI am looking for some derivative pricing packages that are available commercially for use by a small/mid sized financial services firm. Specifically looing for simple IR and FX options pricing, callable swap pricing, range accrual, TARN, etc on IR side, and repo, CDS, CLN and FTD on credit side, exotic options like no touch, accumulator etc on FX sideI think Bloomberg SWPM, OVML and credit functions are good. I've come across FINCAD as well (which has quite a few packages actually). Would be good if someone can list down a few more from their experience along with pros and cons and rough price-rangeAny other advice is greatly appreciatedThanks
Last edited by dowjones123 on October 18th, 2012, 10:00 pm, edited 1 time in total.