Audience

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

About Deriscope

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.

Pricing

Starting Price:
$300/month/user
Free Trial:
Free Trial available.

Integrations

Ratings/Reviews - 4 User Reviews

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

Company Information

Deriscope
Founded: 2018
Germany
deriscope.com

Videos and Screen Captures

Deriscope Creation in Excel of a SOFR OIS Yield Curve

Deriscope Creation in Excel of a SOFR OIS Yield Curve

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Product Details

Platforms Supported
Windows
On-Premises
Training
Documentation
Live Online
Videos
Support
Online

Deriscope Frequently Asked Questions

Q: What kinds of users and organization types does Deriscope work with?
Q: What languages does Deriscope support in their product?
Q: What kind of support options does Deriscope offer?
Q: What type of training does Deriscope provide?
Q: Does Deriscope offer a free trial?
Q: How much does Deriscope cost?

Deriscope Product Features

Deriscope Reviews

Write a Review
  • A Deriscope User
    Senior Manager
    Used the software for: 1-2 Years
    Frequency of Use: Monthly
    User Role: User
    Company Size: 5,000 - 9,999
    Design
    Ease
    Features
    Pricing
    Support
    Probability You Would Recommend?
    1 2 3 4 5 6 7 8 9 10

    "Excellent Pricer!"

    Posted 2024-02-26

    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

    Cons: None.

    Overall: Deriscope is a unique pricer with amazing support! Excellent product for models testing and valuations.

    Read More...
  • A Deriscope User
    Trader
    Used the software for: 1-2 Years
    Frequency of Use: Daily
    User Role: User
    Company Size: 100 - 499
    Design
    Ease
    Features
    Pricing
    Support
    Probability You Would Recommend?
    1 2 3 4 5 6 7 8 9 10

    "Deriscope add-in"

    Posted 2023-11-17

    Pros: 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.

    Cons: 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.

    Overall: Overall, I am very pleased with the company and the product and plan to continue to use it for myself and my team for the future.

    Read More...
  • Giacomo G.
    Trader
    Used the software for: 2+ Years
    Frequency of Use: Daily
    User Role: User
    Company Size: 10,000 - 19,999
    Design
    Ease
    Features
    Pricing
    Support
    Probability You Would Recommend?
    1 2 3 4 5 6 7 8 9 10

    "Full Quant Suite for Traders"

    Posted 2023-11-03

    Pros: Flexible and easy to use, spot on pricing, direct line with Ioannis to fix problems and developing new features.

    Cons: At times it can be hard to run on a live / auto-refresh excel sheet.

    Overall: Fantastic product and great support from Ioannis. If i had to develop something close to this level by myself, it would take a huge amount of time and i would not get close to this level of accuracy.

    Read More...
  • Thomas M.
    Analyst
    Used the software for: 6-12 Months
    Frequency of Use: Daily
    User Role: User
    Company Size: 1 - 25
    Design
    Ease
    Features
    Pricing
    Support
    Probability You Would Recommend?
    1 2 3 4 5 6 7 8 9 10

    "Market-leading Excel-integrated derivatives analytics toolkit"

    Posted 2023-10-28

    Pros: 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: 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.

    Overall: Market-leading - from the actual product in isolation to the customer service that is meticulously provided as and when needed.

    Read More...
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