Risk Management
Quantifi Toolkit
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Quantifi Toolkit is the most comprehensive suite of credit derivative pricing models available. It is designed using an innovative and flexible object-oriented approach that dramatically reduces the time-to-market for new models and allows for easy integration with existing proprietary systems. Quantifi Toolkit is developed in C++ and C# and is optimized for speed and robustness. Quantifi Toolkit contains both industry standard models and our own proprietary single-factor and multi-factor credit models for vanilla, basket, quanto, and contingent credit claims. Its extensive coverage includes: *Advanced curve generation *Credit default swaps *Binary default swaps *Customized credit-contingent cash flow streams *Amortizing structures *Quanto credit *Contingent credit *Options on CDS *Options on Trac-x/iBoxx/CDX *Nth to default baskets *Credit spreads *Credit spread options *Total return swaps *Stuctured notes *Global government bonds *Corporate bonds *Treasury/agencies *Fixed income derivatives The Quantifi Toolkit is the most advanced and complete credit derivative pricing library available. It is delivered as C/C++, .NET, Java, and VBA callable object code libraries on Windows or UNIX. Vendor Site:- Quantifi Solutions |
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