The world's best DERIvatives periSCOPE

DERISCOPE

  • Analytics for derivatives trading, risk management, model validation, 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
  • Custom Excel solutions with interactive wizard
  • Non-Excel operation and seamless IT integration
  • Live and historical feeds for stocks and currencies





What Deriscope can 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.

57
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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Market Data

Generally the user is responsible for supplying Deriscope with the necessary live or historical market data.
The only exception is with equity prices and fx rates, which Deriscope can bring to Excel by linking to external providers such as Yahoo Finance.

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We are here to help

Consulting

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Let us do it for you!

Deriscope is from ground up designed to be used even by people who have no special background in programming or derivatives pricing.
All concepts are interactively explained while they are used and whole working spreadsheets can be put together by the wizard with a few intuitive mouse clicks.
But still there will be times when you would rather avoid going through the learning curve of using Deriscope efficiently and prefer to have the solution to your problem prepared and delivered.
While the Premium license comes with substantial professional support, you may also contact us for a special arrangement, whereby the desired solution is implemented fully by us.


These People Benefit From Us

Users

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

Traders

Successful traders don't trust the numbers before checking them.
They also like setting up their own screens with their custom analytics.

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

Managers of mutual, pension, hedge, sovereign funds must know the value and risk of their portfolios on a daily basis. They often 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 tend to use Excel because of its flexible handling of diverse client data.
They also often set up their own custom formulas to verify or extend the client's existing calculations.

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

Academics

Academic faculty have a unique opportunity to use Deriscope both as a teaching aid and as 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.
Contact Us for Details


These Companies Trust Us

Clients

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

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.