RSS All releases tagged Stable

  •  13 Sep 2013 11:52

Release Notes: This release adds the new Data-Link 2.0 service which improves the availability of Fairmat to gather and aggregate market data from different sources with the new Open Source market data integration plug-ins which integrate to the European Central Bank, the Spanish MEFF, and Yahoo! Finance and simplify the pricing workflow by minimizing the need to import market data manually into the pricing models, and comes with a new plug-in which enables automatic calibration of Geometric Brownian Motion models.

  •  19 Jun 2013 05:34

Release Notes: Equity-Linked products modelling and valuation is dramatically improved with new templates. This release added a new home screen, which helps new users perform the most common actions. Data requests are logged: every valuation is associated with the details of all the historical requests needed for the valuation (i.e price quotes appearing in payoffs). More than 50 bugs have been fixed. Packages for Arch Linux are now available.

  •  22 Dec 2012 07:06

Release Notes: The new IAS 39 plug-in allows users to implement the accounting of financial products following the International Accounting Standard (IAS) 39 principles. The convenience yield calculator plug-in implements the capability of calculating instantaneous forward price for commodities like Natural Gas, Fuel Oil, and Gasoil. Many special functions and distribution-related functions are now available to the user interface.

  •  07 Jul 2011 13:59

Release Notes: This version improves calculation speed and contains many enhancements to modeling capabilities, available analysis, and to the modeling environment such as the new function signature viewer. New plug-ins have been added to the repository, notably the plain-vanilla plug-in, which enables Fairmat to price contracts using the black models.

  •  11 Oct 2010 15:23

Release Notes: This is mainly a bug fixing release: problems which prevented Fairmat Academic running properly on Mono 2.8, as well on Ubuntu 10.10, have been fixed. The main visible change is that plug-ins are now user dependent, so users can install their own plug-ins without needing privilege escalation.

  •  17 Sep 2010 22:08

Release Notes: This is the last step towards the first official stable release, and contains many improvements with respect to the beta 2. There are many new features: a revised plug-ins system that allows management of plug-ins directly from the software; the ability to calibrate models to market data, and the ability to model option/leg specific discounting. Many user interfaces elements have been improved, and the documentation for the users and the plug-in developers has been extended.

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