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Opscore is our complete front-office solution for the pricing, the hedging and the analysis of convertible securities. It consists of three components: a data model of terms and conditions, a pricing engine and an excel front-end.

Volatility Manager is a robust pricing and hedging front office solution based on a proprietary regime switching model featuring jumps, stochastic volatility, and possibly stochastic credit. The underlying price dynamics assume different Brownian volatility and hazard rate parameters (default intensity) in the various regimes.