FEA Library Modules [Financial Engineering Associates, Inc.]

FEA Library Modules is a library of scientific subroutines that computethe theoretical values and associated risk measures with respect to firstand second generations (exotic) currency/commodity options, and interestrate derivatives.In the global commodity library a full range of second generation(exotic) options are offered including average-price, knockout, lookback,compound, spread, kickin, COD and average-strike options along with hedgeinstruments. All the models are fully integrated and compatible with oneanother.The interest rate derivatives covered include caps, floors, swaptions,bond options, etc.The modules are designed for use in a high-speed, production-orientedtrading environment, in which substantial programming support isavailable for building applications. Alternatively, applicationscompatible with FEA Library Modules are available from various systemsintegrators and turnkey system providers (information upon request).

Language: C
Source Avail: No
Product Special Handling: None.
Operating Systems: Solaris Sparc 1.0,2.0,2.1,2.2 Solaris x86 2.0

Financial Engineering Associates, Inc.
2484 Shattuck Ave Ste 225
Berkeley, CA 94704
USA
Phone: (510) 548-6200
Fax: (510) 548-0332

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FEA Library Modules

Financial Engineering Associates, Inc.