Overview

UnRisk Excel enables the pricing and analytics of the most sophisticated deal types of equities, FX, interest rates, inflation, credit, commodities and convertibles (see full list of supported financial instruments  and models) within a Microsoft Excel environment. UnRisk Excel builds on the UnRisk Valuation Engine and extends the Mathematica interface with an Excel front end for quickly testing new deal types and portfolios across validation scenarios.


Key Benefits and Key Features

  • the valuation of individual structures under different models
  • hundreds of deal types and nasty details fully implemented
  • the declarative, symbolic programming style and tools for technology integration
  • the combination of SDE and PDE solvers and advanced calibration techniques
  • UnRisk Financial Language atop Wolfram Language and Mathematica
  • Microsoft Excel via a proprietary Link with built-in parallelisation (UnRisk Excel only)

 

Licensing/Requirements

Licensing

The standard purchase license is a single machine node-locked license (SML) with a minimum of 8 computation kernels that can be extended in portions of 8 computation kernels to gridUnRisk Local. But we also offer network licenses (NW), which allow the users to use UnRisk simultaneously within the network of their institution. NW-m means the usage of m concurrent front-ends, which each can access 8 computation kernels, NW-m comes with 8*m computation kernels. Customer can purchase seats incrementally. NW licenses can be extended with computation kernels in portions of 16 to gridUnRisk Server. Grid-n on NW-m provides m front-ends working with 8*m+16*n computation kernels in parallel.

You can find the license agreement here.

UnRisk Excel requires

  • Mathematica
  • Microsoft Excel
  • Microsoft Windows Platform

Pricing

Paid up prices include one year Premium Service. Premium Service includes technical and application support, free updates and a free home use license for UnRisk Excel.

A volume discount is applied to volume packages. A comprehensive-licenses scheme allows leasing on a per seat base related to volume packages.
 

Availability

Contact UnRisk Sales


Trial

  • a Windows executable which installs UnRisk Excel on your machine
  • document describing the installation procedure for UnRisk Excel
  • document describing the UnRiskExcel Add-In
  • the release notes for the current version

To be able to use the UnRisk Excel, you also need a license file. Contact UnRisk Support to obtain your temporary license file.

Full as well as evaluation licenses are subject to the acceptance of the license agreement. If you do not agree to be bound to the license agreement, do not download an evaluation copy.