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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.

About

Eliminate manual data reconciliation and automate cleansing & enrichment for more reliable data. Detect financial anomalies in real-time to address inconsistencies and reduce risks early. Instantly access key data points, and actionable insights & run various scenarios through your AI co-pilot helping you make smarter, faster financial decisions based on real-time data. Stay ahead of financial risks with forward-looking predictions. Get the foresight needed to adapt early and keep your business on track. Analyze critical financial metrics like headcount and contractor expenses with precision, allowing you to make informed, data-driven decisions. Simulate multiple financial scenarios in real-time. Align finance teams and budget owners by exploring various strategies before making key decisions. Beyond AI, our concierge delivery offers a human touch. Get custom data analysis, proactive insights, and strategic recommendations, all tailored to your unique business needs.

Platforms Supported

Windows
Mac
Linux
Cloud
On-Premises
iPhone
iPad
Android
Chromebook

Platforms Supported

Windows
Mac
Linux
Cloud
On-Premises
iPhone
iPad
Android
Chromebook

Audience

Primarily front office traders working in the banking and fund industry, but also model validators and consultants.

Audience

Enterprises interested in a solution to control, analyze, and optimize every aspect of their financial operations

Support

Phone Support
24/7 Live Support
Online

Support

Phone Support
24/7 Live Support
Online

API

Offers API

API

Offers API

Screenshots and Videos

Screenshots and Videos

Pricing

$300/month/user
Free Version
Free Trial

Pricing

No information available.
Free Version
Free Trial

Reviews/Ratings

Overall 5.0 / 5
ease 4.8 / 5
features 4.8 / 5
design 5.0 / 5
support 5.0 / 5

Reviews/Ratings

Overall 0.0 / 5
ease 0.0 / 5
features 0.0 / 5
design 0.0 / 5
support 0.0 / 5

This software hasn't been reviewed yet. Be the first to provide a review:

Review this Software

Pros & Cons from Real Users

Pros

  • - transparency of model parameters - selection of several model types - user-friendly interface - excel feature allows flexibility for market data inputs - can price several products
  • The add-in is really detailed and well designed so that it can be easily adapted for purposed large and small. My use case was very specific and likely not very common with typical users but between the add-in's functionality and the excellent support from the developer I was able to achieve the functionality I needed very easily and quickly.
  • Flexible and easy to use, spot on pricing, direct line with Ioannis to fix problems and developing new features.
  • Deriscope provides a suite of Excel-based derivatives pricing and analysis tools - after trialing and researching various products in the market (Bloomberg MARS, FINCAD, Murex to name a few) it became clear that Deriscope provided the greatest degree of customisability and therefore insight. Another advantage over competitors is the vast range of products and functions that are available. It avoids being a black-box pricing system unlike rival products and it is possible (if one wants and if one is brave!) to delve deep into the fundamentals of how the software works. Its user-friendly, object oriented nature makes it an excellent Excel-embedded solution that I would highly recommend. I would specifically recommend the premium version that makes available custom solutions and consulting - Ioannis has been extremely helpful in implementing new, more niche features.

Cons

  • None.
  • I do not really have anything negative to say about the product. Maybe the only thing would be that there is a bit of a learning curve at first use of the product but one you adapt it and become more familiar it is much easier to use. Also, some of the learning curve comes from the fact that the functionality is very robust and flexible.
  • At times it can be hard to run on a live / auto-refresh excel sheet.
  • There are very few negative points that I have encountered in my time using Deriscope - perhaps due to its far more involved and customisable nature, it will take slightly longer to onboard than, for example, Bloomberg MARS.

Training

Documentation
Webinars
Live Online
In Person

Training

Documentation
Webinars
Live Online
In Person

Company Information

Deriscope
Founded: 2018
Germany
deriscope.com

Company Information

Precanto
United States
precanto.com

Alternatives

Alternatives

Categories

Categories

Integrations

Microsoft Excel
BambooHR
Glassdoor
Google Sheets
Oracle Cloud Infrastructure
QuickBooks Online

Integrations

Microsoft Excel
BambooHR
Glassdoor
Google Sheets
Oracle Cloud Infrastructure
QuickBooks Online
Claim Deriscope and update features and information
Claim Deriscope and update features and information
Claim Precanto and update features and information
Claim Precanto and update features and information