Traders, Treasurers, Asset Mangers, Fund Managers, Risk Controllers, Risk Managers
who want a solution for the valuation of complex financial instruments and portfolios in scenarios
As a solution for risk analytics in real time, it combines
all accessible from the web.
The UnRisk FACTORY covers a large variety of
as they are provided by the UnRisk PRICING ENGINE.
UnRisk FACTORY runs on gridMathematica, Windows Compute Cluster Server 2003 and Microsoft SQL Server 2005. Scalable, easy to set up and deploy.
Valuatie a portfolio of 500 non-vanilla instruments across a 250 day historic scenario. On a 32 core cluster it might take less than an hour.