Price-it Source Code is a C++ library enabling clients modifying and enriching Pricing Partners' derivatives pricing analytics with full transparency (with source access) for all quantitative objects, including pricing models, numerical methods and calibration.

Characteristics

• Access to the source code of pricing models and analytics
• Easy integration with client in-house systems
• Capacity to debug with the Visual C++ debugger VS2003, VS2005, VS2008
• C++, Java, XLL, COM and DLL Excel interfaces
• Development tools with testing environment and automatic Excel integration
• Java XML interface with a dedicated Price-it® Mark-up Language
• Client-server architecture with Grid Computing
• .Net integration with dedicated Visual Studio Addin

 Architecture

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