New in UnRisk PRICING ENGINE 7

• New Inflation Linked Instruments
  including Inflation Zero Coupon Swap and Inflation Year-on-Year Swap
• New Credit Linked Instruments
  including CDOs, Basket CLNs, Nth-to-Default Notes and Swaps
• Interest Rate Model Calibration According to Simpler, Easy-to-Get Market Datasets
• Expected Coupon Rate Calculations Now Extended to Inflation Products
• Multi-curve Valuation of a Vast Variety of Bonds

New in UnRisk PRICING ENGINE 6

• UnRisk GPU Module
  including option valuation under the Heston model and instrument valuation under a general Hull & White model
• Stochastic Model for Commodities
• Commodity Instruments
  including commodity futures, options, quanto options, double barrier options, digital options, Asian options, lookback options, and contract feature combinations such as lookback commodity quanto options
• New Other Instruments
  including options on equity future, inflation linked digital bond, inflation spread, FX quanto options, credit linked notes, total return swaps, and quanto steepener
• Redemption Schedules for Fixed Rate Bonds
• New in UnRisk PRICING ENGINE 6.0.1 and Mathematica 9
  Support for up to eight computational kernels per seat