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About
Deriscope is a locally installed Excel Add-In used for financial derivatives valuation purposes.
It comes with an integrated user-friendly wizard that allows the user to create various important structures, such as yield and volatility curves and use them to price financial instruments such as options, bonds, interest rate swaps, swaptions, caps, floors, credit default swaps, inflation swaps, basket options etc.
A large part of its analytics is carried out by well regarded open source financial libraries, such as QuantLib.
Apart from the price and risk of the referenced instruments, Deriscope's output includes detailed cash flows and several quantities of interest and is accurate to within a fraction of a basis point.
All daycount, calendar and other conventions are accounted for.
Portfolios consisting of several thousands of single instruments can be effortlessly processed.
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About
One-click fixed rate lending and borrowing, DeFi yield management, interest rate derivatives, and benchmarks. Transforming liquidity fragmentation into intelligent DeFi yield optimization. Earn passive yield on your crypto assets, risk-adjusted to your preference and with no impermanent loss. Borrow against your crypto collateral and get the best rates on the market from fixed-rate products to leveraged borrowing. Powered by IPOR interest rate derivatives. Hedge, speculate, or arbitrage DeFi rates with DeFi interest rate swaps priced by IPOR's request-for-quote automated market maker. The IPOR Protocol fixes lending and borrowing rates using an interest rate swap with the liquidity pool as a contract counterparty. The trader determines whether they want to open a pay fixed or receive a fixed contract based on the current IPOR rate and their goals and market expectations.
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Platforms Supported
Windows
Mac
Linux
Cloud
On-Premises
iPhone
iPad
Android
Chromebook
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Platforms Supported
Windows
Mac
Linux
Cloud
On-Premises
iPhone
iPad
Android
Chromebook
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Audience
Primarily front office traders working in the banking and fund industry, but also model validators and consultants.
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Audience
Traders searching for a solution to manage their lending and borrowing operations
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Support
Phone Support
24/7 Live Support
Online
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Support
Phone Support
24/7 Live Support
Online
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API
Offers API
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API
Offers API
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Screenshots and Videos |
Screenshots and Videos |
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Pricing
$300/month/user
Free Version
Free Trial
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Pricing
No information available.
Free Version
Free Trial
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Reviews/
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Reviews/
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Pros & Cons from Real UsersPros
Cons
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Training
Documentation
Webinars
Live Online
In Person
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Training
Documentation
Webinars
Live Online
In Person
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Company InformationDeriscope
Founded: 2018
Germany
deriscope.com
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Company InformationIPOR
Founded: 2021
Switzerland
ipor.io
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Alternatives |
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Categories |
Categories |
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