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ARTWare: ARTLib XL - Feature Comparison

Available at the ARTShop

Table showing the basic categories functions/packages and hierarchy of ARTLib XL .  Full Windows and customised applications are also available, please contact ARTWare@arbitrage-trading.com

See current "pre-release special" for ARTLib Core HERE.

The ARTLib XL libraries are packaged with the following objectives:

Core - Lite: provide "essential" features for standard/basic valuation, risk, structuring, and sales at minimal cost.

Core: provide virtually all features for virtually any product/structure pricing, risk, structuring, sales, and analysis.

Adv Trading: provide much automation (e.g. virtually never touch a "cell" again by using "ticketing", "curve", and many other "screens"), much additional analytics (cheap/dear, spreads/combos/min-portfolios, cheapest to delivery automation, etc), and various "turbo-charging" features for "extreme" speed (e.g. portfolio of 5,000 swaps, real-time valuation/risk, etc).

Adv Portfolio: delivers complete portfolio management with ticketing, many position reports, much scenario analysis (not just positions, but also testing impact of "potential" deals on positions, etc).  Additional "turbo-charging" as appropriate to large portfolios, and many "database" features for analysis and auditing.

            Core-Lite Core Adv Trading Adv Portfolio FD Matrix 7D Pr/rO ® XL-Lite  Pr/rO ® XL  

Current Status/Version

v 1.05 v0.99 Beta (2) Beta(0) Alpha Beta(2) Beta (0) Beta(0)
Interpolation/Maths/Curve-Surface Generators
   Adv  - Interpolation/Maths/Curve ...    
Date/Calendar/Time
Interest Rate Securities/Derivatives
   Adv - Interest Rate Securities/Derivatives    
Mortgage/MBS
   Adv - Mortgage/MBS    
Vanilla & Exotic Options
   Adv - Vanilla & Exotic Options    
Structured and Hybrid Products
   Adv - Structured and Hybrid Products    
Time-Series/Fractals/Chaos/Non-linear Dynamics    

Portfolio Tools: "Blindingly fast" portfolio position, bucket/risk reporting, rebalance optimisers, etc

     
7-Factor Portfolio P&L/Risk Scenarios              
Multi-Dim Monte-Carlo        
Multi-Dim FD              
Forward looking PaR            
Backward looking PaR              

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Available at the ARTShop

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**Pr/rO  is also included as part of the ARTPr/rO advisory service.

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Last modified: July 25, 2011