Приложения разработчика MBRM - MB Risk Management в Android Market

MBRM FI Bond Accrued Calc demo (v. 2.2)

MBRM - MB Risk Management опубликовал приложение 2010-11-24
(обновлено 2011-09-13)

MBRM Fixed Income Bond Accrued Calc Demo app calculates the accrued amount between two dates given nominal, coupon etc.

Supported accrued types:
    30E/360
    30/360
    Act/360
    Act/365 Fixed
    Act/Act (Bond)
    OAT Act/Act
    30E/360+1
    Act/365 Japan
    Act/Act (Swap)

Supported coupon frequency:
    Annual
    Semi Annual
    Quarterly
    Monthly
    Weekly
    Daily

MBRM Universal Options demo (v. 2.2)

MBRM - MB Risk Management опубликовал приложение 2010-11-10
(обновлено 2011-08-12)

A demo of MBRM's UNIVOPT - Universal Options Add-ins (downloadable from http://mbrm.com).  Demo is free to users of the full version, whilst a 30-day trial to others.  

UNIVOPT is regarded by many dealers and risk managers as the industry standard option pricing and risk management system. Amongst the new features are 6 new models. The options add-in calculates option prices and implied volatilities using the Black, Black-Scholes, Garman- Kolhagen, Cox-Rubinstein (binomial) models, as well as proprietary models for normally distributed underlying instruments. UNIVOPT handles European and American style options on bonds, commodities, currencies, futures (including 3M interest rate futures) and shares (including constant dividend streams and discrete dividend payments). It also calculates sensitivities, such as delta, gamma, fugit, kappa (vega), rho, theta and theta2. UNIVOPT also contains a warrant pricing function which takes into account dilution (which is very useful when analysing warrants about to be issued by companies on their own stock).

UNIVOPT enables the production of pricing matrices, risk return profiles and implied volatility analysis for either individual options or portfolios.

The full versioin also provides a number of example spreadsheets which enable the user to price and risk manage option portfolios "straight out of the box" without any programming or "spreadsheet" work.

MBRM Universal Options demo (v. 1.0)

MBRM - MB Risk Management опубликовал приложение 2010-11-08
(обновлено 2010-11-08)

A demo of MBRM's industry standard UNIVOPT - Universal Options Add-ins (downloadable from http://mbrm.com).  Demo is free to users of the full version, whilst a 30-day trial to others.  The full version has more models and can handle European and American style options on bonds, commodities, currencies, futures and shares.