Credit/Risk : Real Time Calculations in Open Components
Open Components (OC) has redesigned the scripting of Credit/Risk real time calculations in a clean, object oriented way
Our Articles
Trader Desktops – A Primer
When embarking on the creation of a new desktop, the migration of legacy trade blotters to desktops, or the migration of desktops from test environments to production environments, there are key elements to consider and configuration items to track.
Implied Volatility Surfaces in Endur
There are a number of ways of setting up Volatility Surfaces (as opposed to just ATM Vols) in Endur.
OpenComponents ‘Result Calculator’ Usage
The Result Calculator Extension Type in OpenComponents allows you to override – in the programming sense – the calculation of a particular standard Endur simulation result for one or more particular deal types.
Structured Contracts in Endur
This article provides a general analysis of modelling Structured Contracts in Endur and is intended to give an understandin
Modelling Emissions in Endur
This article summarises various approaches to modelling emission certificate inventory in Endur
