The world's best DERIvatives periSCOPE

DERISCOPE

  • Secure on-premise analytics for derivatives trading, risk management, academic research
  • Curve building for any currency using the latest industry practice
  • Wide instrument range: swaps, bonds, options, exotic products
  • Portfolio analytics: NPV, DV01, P&L, VaR and more
  • Consulting and custom solutions on & off premises
  • Excel and Non-Excel interface with seamless IT integration





What can Deriscope do for you

Features

Deriscope™ is a locally installed application specializing in financial derivatives valuation.
Market rates, conventions and instrument definitions must be supplied by the user.
Accessible through Excel or as a stand-alone executable.

58
Financial Intrument Types
1,000+
Mathematical Models
1,000,000+
Wizard Generated Formulas

Financial Instruments

All asset classes are supported.
Interest Rate, Fixed Income, Credit, FX, Equity and Hybrid products.
Current focus is on bonds, interest rate swaps, cross currency swaps and inflation linked bonds and swaps.

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Curve Building

Discounting/forecasting yield curves built from futures, swaps, ois, xccy swaps etc.
Inflation curves built from inflation bonds and swaps.
Credit curves built from cds.
Volatility surfaces and cubes built from equity/fx options and swaptions.

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Math & Technology

Deriscope's analytics is powered by fully tested versions of the QuantLib and ORE C++ libraries, continually supplemented by our proprietary code.
Its state-of-the-art models can handle today's complex financial derivatives.

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Excel Integration

Deriscope is fully integrated with Excel.
Apart from the exported functions, a dedicated task pane and ribbon menu are available to help the user with choosing the right input arguments and understanding their meaning.

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Precision & Speed

Attention to detail is critical for our front office clients.
All market conventions, calendars and term sheet values are meticulously considered.
Output numbers are accurate to a tenth of a basis point.
Calculations are fast enough to support real-time trading.

Interactive Documentation

Detailed information on all input and output data is dynamically generated and displayed according to context.
Invalid user input leads to the display of smart diagnostic messages that assist the user with error detection and correction.

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System Integration

All Deriscope operations can also run without Excel through a stand-alone executable that processes data in XML format.
Also Excel-based processes can interact with XML streams.
This allows for an easy integration with other IT systems.

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The user is responsible for supplying Deriscope with the necessary live or historical market data.


We are here to help

Consulting

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Let us do it for you!

Consultancy services are available to license and non-license holders. These cover all aspects of single instrument and portfolio pricing analytics – such as FPE, xVA, SIMM – and may include customized software developed within the client’s existing IT system.
Consultancy fees range from 500€ to 1,000€ per day, depending on the type of project and whether the deliverable solution will be part of Deriscope or not.
Premium license holders can receive template spreadsheets that demonstrate the implementation of custom requirements at no additional cost.


These People Benefit From Deriscope

Users

There are several types of financial professionals who can benefit from Deriscope.

Traders

Successful traders often run their own custom analytics to verify 3rd party output numbers and evaluate the impact of likely market scenarios.

They benefit from Deriscope's flexible presence in Excel that allows them to design their preferred trading strategies and get the numbers they need at real time during trading.

Risk Managers

Risk Managers are less interested in precision and speed but need to evaluate trading books that often contain thousands of transactions.

They benefit from Deriscope's fast processing of very big books and the ease by which they can make adjustments for new instrument types and pricing methodologies.

Model Validators

Model Validators are mathematically oriented professionals who are suspicious of opaque processes that lack a logical explanation.

They benefit from Deriscope's wealth of mathematical models and its Lego design that allow them to build pricing spreadsheets in a fraction of the usual time.

Fund Managers

Fund managers must know the value and risk of their portfolios on a daily basis, but often need to rely on expensive third party systems that lack transparency or customization features.

They benefit from Deriscope's assistance in setting up their own local pricing procedures, which they can customize and control as they wish.

Consultants

Consultants use Excel because of its flexible handling of diverse client data.

They benefit from Deriscope's versatility that allows them to work on many different instrument types and client data formats.

Due to their intermediary role, consultants may be eligible for a deeply discounted or free team license.
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Academics

Academic faculty have a unique opportunity to use Deriscope both as a teaching aid and a research tool.

For example, realistic industry-linked and Deriscope-based spreadsheet exercises can be handed out to students.

Interested academic institutions may be eligible for a free team license.
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Some of the Companies that Trust Deriscope

Clients

  • dbs
  • Point72
  • loop capital
  • finamex
  • atisa
  • itc markets
  • gcsd
  • technicap
  • datalysis
  • RVSBELL Analytics

That's what our customers say

Testimonials


Your Next Steps To Start Using Deriscope

Deployment

Detailed instructions available at Setup of a Free Trial Version

Download

Step 1:
Visit the Free Download Page to download the windows installer file of the latest version.
No registration required!

Install

Step 2:
Run the installer file to install Deriscope on your local device.

Try

Step 3:
Start Excel and notice the new ribbon Deriscope element.
You will be able to use all Deriscope features for a free 2-week trial period.

Buy

Step 4:
Visit the Pricing Page to purchase your desired license if you want to keep using Deriscope beyond the trial period.


Find out more about Deriscope

Explore

Explore Deriscope

Step-by step guides on using Deriscope can be found in the Resources site that hosts blog articles and video tutorials.

For a more structured and faster learning, the Quick Guide lists links to educational material in stages progressing from introductory to advanced levels.

Our Frequently Asked Questions (FAQ) section provides answers to most questions you might have about Deriscope.

Treated topics include installation, operation, billing and troubleshooting.

If you prefer to have a private discussion about Deriscope features or consulting services, feel free to contact us.