Graphical simulation

If you are looking for an intuitive way to understand the payoff of your product, Graphical simulation is the perfect feature.

Input the definition of a product in the software and use the “Graphical Simulation” tool to interactively simulate the evolution of the contract’s underlying assets simply by dragging the mouse.

This displays the payoff of the contract, the associated cash flows and its levels (barriers, coupon levels, etc…). This feature also helps to illustrate the evolution of a product to a third-party or to check the correctness of the product definition.

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Figure 1: Cash flow payments are based on the movements of the underlying

Video 1: Simulating the behaviour of the product, generating random scenarios and observing changes in cash flows

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