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derivative pricing

Resolution Financial Software is a provider of solutions for the valuation, risk management and hedge accounting of derivatives & other financial instruments. Resolution's main product is ResolutionPro, a suite of derivative calculators for Microsoft Excel. Resolution also provides an SDK called Resolution Developer for software developers to incorporate models within their own products.

ResolutionOptions This module supports option valuation for foreign exchange, commodities, and equity. Includes Black Scholes, Binomial and other option pricing models.
ResolutionSwaps This module is for the pricing of interest rate swaps, building swap curves and calculating par swap rates.
ResolutionBonds This module is for calculating bond prices or bond yields for corporate bonds or soverign bonds.
ResolutionIRO This module is for interest rate options such as swaptions, caps, floors, collars including cancellable swaps & bermudan swaptions.
ResolutionExotics This module is for valuing exotic options such as barrier options, binary options, asian options, or quanto options.
ResolutionHedgeAccounting This module is for calculating hedge effectiveness for IAS 39 or FAS 133.


Resolution's website is DerivativePricing.com [1]

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