Products Overview Features Functions Download Requirements FinExotics Dev Features Easy System Integration FinExotics Dev has a straightforward object model, enabling easy integration into custom third-party applications.  With only 3 lines of code you can add option analysis to any application. Complete Price and Risk Sensitivities Each FinExotics Dev function can calculate price and the risk sensitivities as well as implied volatility, implied strike and implied correlation.  The risk sensitivities include the sensitivity to price (delta and gamma), time (theta), volatility (vega), interest rate (rho), yield rate (psi), elasticity (lambda), and correlation (chi). Yield Rate Adjustment Each FinExotics Dev functions can adjust for yield rates, which allows exotic option analysis on various financial instruments. American and European Style Options There are functions for evaluating either American or European style exotic options. Context Sensitive Help Only FinExotics Dev has context sensitive help associated with every function.  Now help with any function is only a click away. Rich Error Messaging Only FinExotics Dev provides informative error messages, no more obscure error messages.  Each function returns an intuitive error message if there is a problem with the input. Simply click the help button on error message to view the function's inputs and constraints. Complete Error Code Documentation FinExotics Dev documentation provides a list of all of the possible errors that can be generated.  When you are writing an application, you can to respond to specific error messages as required. Fast Accurate Calculations FinExotics Dev was developed with speed in mind and was written in pure C++.  Each function has been extensively tested to assure its accuracy. Privacy Policy | Legal Notice Copyright ©2002 Derivicom Inc.