Savvysoft

Financial ServicesNew York, United States11-50 Employees

Savvysoft's award-winning derivatives software performs pricing, hedge accounting, asset-liability management, risk management and historical backtesting of a broad range of exchange-traded and OTC derivatives instruments. Featuring OmniPricer, which can price any conceivable type of OTC derivative instrument from any market, OTCBacktesting&Risk, an app on Bloomberg that lets you perform lightning fast historical backtesting of many OTC instruments, and Calc4Web, an Excel add-in, which automatically and instantly converts mathematical formulas into C subroutine libraries.

Derivatives market coverage includes Interest Rate, Equity, FX, Commodities, Convertibles, MBS, Credit, Energy and Electricity. Derivatives instrument coverage includes exotic OTC structures (CDO, TARN, Snowball) as well as popular plain vanilla structures (Barrier, Bermudan, Asian). 

Savvysoft products are available on the cloud (ASP), as a standalone system, subroutine libraries, Excel spreadsheet add-ins and as an app on the Bloomberg Terminal. 

Products include:

OTCBacktesting&Risk:  A $499 app on the Bloomberg Terminal (APPS Savvy <GO> on Bloomberg)

TOPS: Full range of pricing models and Greeks for all plain vanilla and OTC derivatives structures

STARS Risk: Standalone cross-asset multi-currency portfolio management and risk system for managing OTC derivatives.

STARS ALM: Asset/Liability system that can handle assets and liabilities of derivatives. User-generated scenarios, efficient frontier, and key financial ratios

STARS Hedge Accounting: Cross-asset multi-currency hedge accounting. Hedge effectiveness, documentation, journal entries

OmniPricer: Generate a custom pricing model for any and every conceivable OTC instrument in any and every market by simply specifying the instrument's payoff function in Excel.

Calc4Web: Automatically generate working C++ code from spreadsheet models. Generated DLLs run anywhere, even the Web. Create code ten times faster. No debugging. No testing.

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