No, like always, a few weeks before a new major release, I feel unrest. UnRisk 4 to be released second half of Oct-09.
The technical team usually shows some unrest in creative development steps, but now they run their professional tests across comprehensive test suites. Our test-cluster is glowing day-and-night, but for the team it is cool business.
I need to create the awareness for all the new things.
- Built-in parallelism in the Mathematica and Excel front-end, making now also the PRICING ENGINE a scalable grid-solution.
- Extension of the LMM application to the most sophisticated deal types of interest rates
- Calculating expected coupons and survival probabilities (for callable/putable instruments) also for the most complex instruments across various models
- Valuation of options under the Heston model, having treated the usually nasty calibration problems with care .....
I want to avoid the trap of eager-seller enthusiasm, but at the other hand not suppress that we offer now a version which is significantly expanded and offers a speed-up of four, but for the same price.
This causes a little unrest ....