Available Functions |
  
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Available Functions |
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The 60+ financial functions that comprise the Derivicom analytics library have been engineered to empower your business to value a broad range of derivative instruments through any Microsoft COM compliant development environment, such as Visual Studio 2012. If you need value derivatives and are ready to experience the Derivicom difference, download your free trial today or explore the individual categories that ship as part of this software below.
Model |
Exercise Type * |
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Vanilla Options |
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(A, E) |
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(A, E) |
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(A) |
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(A, E) |
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(A, E) |
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(E) |
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(A) |
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(A) |
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(E) |
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Asian Option Models |
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(E) |
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(E) |
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(E) |
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(E) |
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Barrier Option Models |
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(E) |
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(A, E) |
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(E) |
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(E) |
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(E) |
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(E) |
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(E) |
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(E) |
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(E) |
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Binary Option Models |
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(E) |
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(E) |
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(E) |
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(E) |
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(E) |
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(E) |
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Currency Translated Option Models |
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(E) |
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(E) |
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(E) |
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(E) |
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Lookback Option Models |
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(E) |
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(E) |
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(E) |
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(E) |
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(E) |
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(E) |
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Multiple Asset Option Models |
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Dual-Strike (and Reverse Dual-Strike) |
(A, E) |
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(A, E) |
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(A, E) |
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(E) |
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(A, E) |
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(E) |
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(A, E) |
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(E) |
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(A, E) |
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(E) |
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Multiple Exercise Option Models |
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(E) |
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(E) |
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(E) |
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(A, E) |
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(E) |
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(E) |
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(E) |
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(E) |
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* Note: A - American exercise type, E - European exercise type