STAR RN generates high quality market-consistent scenario sets, supporting any application requiring market-consistent valuation of options and guarantees. It features an intuitive and easy-to-use interface designed to support the entire process of generating market-consistent scenarios:
- Integrated tools enabling clients to carry out their own calibrations
- Simulation benefits from sophisticated variance reduction techniques for rapid scenario convergence with less simulation error
- A wide range of diagnostics for scenario validation can be viewed in either graphical or numerical formats and can easily be exported to support documentation
Output file can be tailored to exact requirements.