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Fairmat is a free-of-charge multi-platform software that allows to model financial contracts (e.g. a derivative contract) or projects with many contingencies (e.g. a Real Options model) by decomposing it into basic parts. Complex structures and dependencies are modelled using a graphical interface. Virtually any pay-off function and asset class( from interest rate derivatives to equity-linked notes) can be described using a simple algebraic language. Fairmat is available for Linux, Microsoft Windows, Mac OS X and Ubuntu(). == Features == * Fairmat provides a high level abstraction and allows users to price and perform analysis for new derivative contracts or project by modelling it with a bottom-up procedure, with no knowledge of programming languages. The generated models can then be solved by using Monte Carlo simulation, binomial trees or closed form procedures (e.g. the black model). * The information about the structure of every project model is contained in an xml file and can be exchanged with third parties. * Fairmat capabilities can be extended and specialized by plug-ins using the (Mono.addins ) extensibility model. Available plug-ins can be found on (), and while few of the plug-ins are closed source software, many of them are open source and their development can be followed on the Fairmat (github page ). 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Fairmat」の詳細全文を読む スポンサード リンク
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