Financial Engineering SuiteFinancial Engineering SuiteFinancial Engineering Suite is a component kit supporting the development of financial analysis and control systems such as Risk, Portfolio, or Asset&Liability Management Systems.
Based on a powerful functionality for market evaluation, Financial Engineering Suite supports a wide range of analysis concepts: sensitivity analysis, spread analysis, nonlinear market simulation, cost of carry, or advanced performance measures like Raroc (Risk adjusted return on capital).
The first components available are Financial Business Calendar Components. Central features are:
The derivation of discount curves based on benchmark portfolios of money market deposits, interest rate futures, bonds and interest rate swaps is performed by the term structure analyzer.
The replication of financial products based on precalculated discount curves is also executed. The combination of the basic functional steps enables it to carry out pricing analysis, spread analysis, and calculation of simulated discount curves, which are basic for the analysis of the interest rate risk.
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Aquila Objects GmbH
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