SciIntegrator

SciIntegratorTM, co-developed with SciComp Inc., automates the process of generating Microsoft Excel, Java, .Net, COM or Python wrapper code, for derivative pricing models built in C-family source code, using SciFinance®.

SciFinance® is SciComp's ground-breaking software for building derivative pricing models.

Wrapper extensions were also developed for the SciCalibratorTM module of SciFinance®, which allows users to specify calibration problems at a high level and then generate the corresponding C-family source code for use with a given pricing model or as a standalone routine.

Find out more at the SciComp web-site.

Components

Co-developed with SciComp Inc. for specific usage with the SciFinanceTM suite of programs, the SciIntegrator range includes SciXLTM, SciCOM, SciJava, SciNet and SciPython.

SciXLTM automatically integrates pricing models, created using either SciPDETM or SciMCTM, into Microsoft Excel XLL add-ins and Excel spreadsheets. SciXL produces customized spreadsheets into which you can load the add-ins to immediately experiment with your pricing models.

SciCOM, SciNet, SciJava and SciPython generate "wrapper code" around SciFinance-generated C code, so that SciFinance-generated code can be used directly and naturally from COM, .NET, Java and Python.

What it does

With SciXL, manual programming is no longer necessary to create Excel wrappers for C code. SciXL produces add-ins and custom spreadsheets that are reliable and error-free.

SciXL flow diagram

Buying SciIntegrator

If you are interested in buying SciIntegrator or you would like to arrange a trial then see SciComp's web-site at http://www.scicomp.com, or send mail to Dean Tallam at SciComp.