Algorithmica Risk Managment System (ARMS) 2.4 now released

In the latest release of Algorithmica Risk Management System, a number of enhancements are available, including extended instrument coverage and new risk models.

Additional instrument coverage include:
– new and enhanced fixed income instruments
– various fx derivatives
– new and alternate equity exotic models

Server-side ARMS now has support for:
– many more two-dimensional stress-tests
– substantially enhanced performance for historical simulation

For more information about ARMS please contact Robert Thoren. +46 (0)8 440 4400.

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