In about a month, we will take UnRisk-Q and UnRisk PRICING ENGINE version 5 to financial institutions.
It will include new deal types, like inflation linked products, generalized, all-in-one pricing functions for callable / putable FX linked products, bund futures, options on bund futures, equity index futures, ... and new contract and scheduling utilities.
And UnRisk 5 will provide CUDA support (massive parallelism on hybrid CPU/GPU architectures) for the blazingly fast valuation of complex equity linked derivatives, accelerating the required calibration of the corresponding advanced stochastic volatility models from hours to seconds.
The price for UnRisk 5 will remain unchanged, CUDA extensions are priced in increments. This makes UnRisk fully scalable in multi-CPU + multi-GPU architectures. Each UnRisk seat comes already with 4 parallel computational kernels. Those can utilize GPU cards (like NVIDIA Tesla C2070) each and multiply speed-ups by x-thousand.
