原廠網址: http://www.scicomp.com/derivatives_modeling/derivatives_pricing //b
鴻鵠國際為台灣地區官方合作廠商，並且可提供技術支援與收費的教育訓練
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The ultimate flexible coding solution, SciFinance® is an automatic C/C++/CUDA source code generator for building derivatives pricing models in-house. Providing you full control over modeling decisions, SciFinance significantly reduces development time and costs.
SciFinance has been developed over 15 years with the input and guidance of practitioners at top tier institutions worldwide.
Unlike typical modeling systems, SciFinance is not a scripting language for assembling an inflexible set of library routines that offers imprecise or limited functionality.
SciFinance provides cross asset support with hundreds of ready-to-use model specifications. All model specifications are completely customizable and composable.
SciFinance supports the modeling of any PDE or Monte Carlo-based pricing model.
Experiment with different solvers, finite difference schemes, or interpolation methods simply by changing a few lines in the specification.
Eefficiently, economically and quickly develop your own pricing models at a fraction of the cost (in both time and money) of internal development approaches or via open source systems.
SciFinance automatically generates CUDA-enabled or OpenMP compliant pricing model source code. No parallel computing or CUDA programming expertise is required.
Select from hundreds of provided pricing model specifications
Modify the model specification as needed
Through the use of keywords
Write any algorithm in a high level language
Write any system of PDEs or SDEs (Monte Carlo)
Make use of functions from your existing libraries
SciFinance does the rest by automatically generating fully documented C/C++/CUDA pricing model source code or Excel spreadsheets and add-ins.