Modeling, pricing and analysis tool for financial contracts and capital budgeting problems
Fairmat is a derivative contracts and capital investments modelling tool. It permits you to build pricing models for many financial projects (or derivative contracts) using a graphical representation blended with a high level algebraic language. For example, bonds, swaptions, cross currency swaps, exotic options, Knock-out/in options, Zeta floaters,collars and others.
It is also possible to use it to evaluate projects and perform real options valuations. The platform can be extended using a plug-in system: it is possible to install a plug-in published in the Fairmat repository directly within the software. This allows you to install easily plug-ins update as soon as they are released. Actual plugins includes Hull and Whilte short rate models, the Libor Market model, the Dai-Singleton model etc...