Release Notes: This version contains many new utilities including Tickers Attributes, which allow you to associate tickers to specific stock attributes, and new static constrains objects that can be used to create custom validation procedures which may take into account relationships between several Fairmat objects and hence provide users specific error messages if such relationships are not satisfied. A new open source plug-in implements the Ornstein-Uhlenbeck model and allows you to calibrate mean reverting processes to historical series.
Release Notes: This release adds the new Data-Link 2.0 service which improves the availability of Fairmat to gather and aggregate market data from different sources with the new Open Source market data integration plug-ins which integrate to the European Central Bank, the Spanish MEFF, and Yahoo! Finance and simplify the pricing workflow by minimizing the need to import market data manually into the pricing models, and comes with a new plug-in which enables automatic calibration of Geometric Brownian Motion models.
Release Notes: Equity-Linked products modelling and valuation is dramatically improved with new templates. This release added a new home screen, which helps new users perform the most common actions. Data requests are logged: every valuation is associated with the details of all the historical requests needed for the valuation (i.e price quotes appearing in payoffs). More than 50 bugs have been fixed. Packages for Arch Linux are now available.
Release Notes: The new IAS 39 plug-in allows users to implement the accounting of financial products following the International Accounting Standard (IAS) 39 principles. The convenience yield calculator plug-in implements the capability of calculating instantaneous forward price for commodities like Natural Gas, Fuel Oil, and Gasoil. Many special functions and distribution-related functions are now available to the user interface.
Release Notes: This release allows you to use Data-Link, a new on-demand pricing service that allows pricing of Fairmat models using real market data, allowing both remote and local valuations. There are several usability and documentation improvements, as well as access to Dupire, a local volatility model for modeling equities prices. The Plain-Vanilla plug-in has full support for quanto adjustment, payment dates filtering, and support for different discounting and forwarding curves.
Release Notes: This release contains several fixes and usability improvements: the stochastic processes are now categorized, and the scalar, function editing forms, and software and project Preferences windows have been simplified. The plug-in management system now comes with search functionality. Enforces Fairmat language syntax checks in recurrence functions. Error handling when opening files using drag and drop. Incorrect display of descriptive statistic of Monte Carlo simulation valuations has been fixed.
Release Notes: This release focuses on bugfixing and on improving reliability, the plugins system's robustness, and GUI usability. For example, sensitivity and impact analyses can be applied now also to functions. In this case, the functions will be translated by constant amounts. This feature is very handy when it is necessary to perform stress tests on discounting curves or other non-scalar objects. This release also fixes two regressions included in version 1.3.1 which affected Ubuntu and Mac OS X releases.
Release Notes: Aside from many bugfixes and GUI improvements, this release comes with a couple of new handy features, such as the possibility of express parameter intervals in absolute terms instead of depending on the base value of the parameters. Two new open source plug-ins are available. HistoricalSimulator can be used to simulate underlying asset trajectories by translating forward historical time series, or by bootstrapping historical returns. Point Function 2D allows you to define bi-dimensional functions by interpolating and fitting external data.
Release Notes: This release comes with many new features, improvements, and hundreds of fixes at all levels. Developers will notice that the project has switched to .NET 4.0 and that open source plug-ins can now be found at GitHub. The following new plug-ins are available: the Dates Generator, a plug-in which simplifies the definition of sequences of payment dates, the Cox-Ingersoll-Rubinstein (CIR) general equilibrium model for interest rates, and the QRNG Uniberlin, which allows you to access a Web service as source of (generated using quantistic techniques) random numbers.
Release Notes: The main goal of this release is to provide a better tool from the point of view of stability, and the Fairmat teamís main focus has been to fix bugs and solve inconsistencies. Some new features have been added, including the ability to authenticate through custom proxy servers and more flexibility in working with recurrence functions.