Algorithmica Risk Managment System (ARMS) 2.4 now released
In the latest release of Algorithmica Risk Management System, a number of enhancements are available, including extended instrument coverage and new risk models.
Additional instrument coverage include:
– new and enhanced fixed income instruments
– various fx derivatives
– new and alternate equity exotic models
Server-side ARMS now has support for:
– many more two-dimensional stress-tests
– substantially enhanced performance for historical simulation
For more information about ARMS please contact Robert Thoren. +46 (0)8 440 4400.