Fairmat

Manage capital investment projects with this tool.
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Fairmat Ranking & Summary

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  • Rating:
  • License:
  • Freeware
  • Publisher Name:
  • Fermat Consulting SRL
  • Operating Systems:
  • Windows All
  • File Size:
  • 7.3 MB

Fairmat Tags


Fairmat Description

Fairmat is a handy an easy to use application specially designed to help you with the modeling and pricing of financial derivative contracts and capital investment projects. It is designed with the dual aim of being both friendly and flexible. Fairmat enables modeling a financial contract or a project with many contingencies by decomposing it into basic parts. Complex structures and dependencies are modeled using a graphical interface. Virtually any payoff function can be written using a simple algebraic language. Fairmat's capabilities can be extended and specialized by a growing set of plug-ins. Note: In order to use this application you will have to register. Main features: High level of abstraction: Fairmat allows users with no knowledge of programming languages to develop a pricing routine for new derivative contracts from the ground up. Complex payoff structures, dependencies and optionalities are easily modeled in a modular and user-friendly visual environment. With Fairmat, derivatives models are designed by looking at statistical properties and structure. Once the pricing model is created, the valuation procedure is automatically generated. Valuations: Various analyses can be performed on the derivatives models created, including mark-to-market valuations, mark-to-model valuations, sensitivity analyses/greeks, scenario (what- if) analyses, risk analyses, and historical risk measure calculations. Algebraic language: The built-in scripting language for stochastic expressions permits complex payoffs to be described easily.


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