Savvysoft's award-winning derivatives software performs pricing, hedge accounting, asset-liability management, risk management and historical backtesting of a broad range of exchange-traded and OTC derivatives instruments. Featuring OmniPricer, which can price any conceivable type of OTC derivative instrument from any market, OTCBacktesting&Risk, an app on Bloomberg that lets you perform lightning fast historical backtesting of many OTC instruments, and Calc4Web, an Excel add-in, which automatically and instantly converts mathematical formulas into C subroutine libraries.
Derivatives market coverage includes Interest Rate, Equity, FX, Commodities, Convertibles, MBS, Credit, Energy and Electricity. Derivatives instrument coverage includes exotic OTC structures (CDO, TARN, Snowball) as well as popular plain vanilla structures (Barrier, Bermudan, Asian).
Savvysoft products are available on the cloud (ASP), as a standalone system, subroutine libraries, Excel spreadsheet add-ins and as an app on the Bloomberg Terminal.
Products include:
OTCBacktesting&Risk: A $499 app on the Bloomberg Terminal (APPS Savvy on Bloomberg)
TOPS: Full range of pricing models and Greeks for all plain vanilla and OTC derivatives structures
STARS Risk: Standalone cross-asset multi-currency portfolio management and risk system for managing OTC derivatives.
STARS ALM: Asset/Liability system that can handle assets and liabilities of derivatives. User-generated scenarios, efficient frontier, and key financial ratios
STARS Hedge Accounting: Cross-asset multi-currency hedge accounting. Hedge effectiveness, documentation, journal entries
OmniPricer: Generate a custom pricing model for any and every conceivable OTC instrument in any and every market by simply specifying the instrument's payoff function in Excel.
Calc4Web: Automatically generate working C++ code from spreadsheet models. Generated DLLs run anywhere, even the Web. Create code ten times faster. No debugging. No testing.
Company Details
- Employees
- 7
- Founded
- -
- Address
- Po Box 283,
- Phone
- (212)742-8677
- in****@****oft.com
- Industry
- Financial Services
- NAICS
-
Finance and InsuranceMonetary Authorities-Central Bank
- Website
- savvysoft.com
- Keywords
- derivatives, otc derivatives, risk management, hedge accounting, cva, asset/liability management, pricing, risk measurement, cva, analytics, counterparty risk, credit risk, model validation, derivatives consulting, code generator, options.
- HQ
- New York, NY
- Competitors
- Savvy Soft Technology Private Limited, VIVA USA Inc., Payoda Technology Inc, Renault Nissan Technology & Business Centre India, Savy Software Private Limited, VIVA IT India (Savvysoft Technologies), aBrandr., M8 IT Solutions Private Limited, Soliton Technologies, LKQ India Private Limited.
Savvysoft Questions
Savvysoft's helpline number is (212)742-8677
Savvysoft's website is savvysoft.com
Savvysoft's LinkedIn profile is https://www.linkedin.com/company/savvysoft
Savvysoft has
7 employees.
View email and phone details for 7
employees at Savvysoft.
Savvysoft's industry is
Financial Services
Savvysoft's top competitors are
Savvy Soft Technology Private Limited,
Viva Usa Inc.,
Payoda Technology Inc,
Renault Nissan Technology & Business Centre India,
Savy Software Private Limited,
Viva It India (Savvysoft Technologies),
Abrandr.,
M8 It Solutions Private Limited,
Soliton Technologies,
Lkq India Private Limited.
Savvysoft's support email address is info@savvysoft.com
Savvysoft's categories are Financial Services
Savvysoft's founding year is 1990
