This is not a review about "Unrest" a CD from "Henry Cow", an avant-garde-music group of the late 60ies founded at Cambridge University by multi-instrumentalists Fred Frith and Tim Hodgkinson, joined by some of my favorite musicians Chris Cutler, Lindsay Cooper, Dagmar Krause, ..

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 ....

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