With respect to the specifications, CT RISK provides customized solutions that can assist users in efficient pricing and calibration for derivative products. Instead of using pre-built libraries or toolkits, users can apply state-of-the-art numerical methods to devise the proprietary models tailored to their distinctive requirements. In particular, users can specify a limitless array of exotic contract features such as conditional pay-offs and floating leg reset formulas, numerical features such as boundary conditions or constraints, and interface specifics such as solvers or data containers. Pricing and calibration routines can be integrated with the existing systems or used as standalone products for any asset class.

CT RISK’s derivative pricing models and data enrichment cover most asset classes, including:

• Commodity derivatives

• Credit derivatives

• Currency derivatives

• Equity derivatives

• Fixed income derivatives

• Interest rate derivatives

• Structured debt for developed and emerging markets

• Support for fund-of-fund structures

• Hybrid instruments