The Computational UnRisksverse

I will take 10 days off and relax in Begur .  This little town is about 1 hour walking distance away from some nice small beaches .  I'll stay at Hotel Aiquaclara in a colonial-style building in the centre. That will keep me in motion.
But in principle, I will do quiet things. 

I will have enough time to do a bit of further thinking about the future of our computational UnRiskverse. 
From a conceptual point of view, we have built a framework for the purpose of sophisticated portfolio-across-scenario valuation. Leading to UnRisk/gridUnRisk PRICING ENGINE, UnRisk FACTORY that are bank-proof.
Its foundation is a universe of numerical schemes that we have transferred from complex technical system solvers to finance. 
We often discuss, how sophisticated financial computations can become that our technologies can manage? Very sophisticated.
Financial engineering often seems to be restricted to methods that are simple enough to calculate values.  But they are often not simple enough to do that in a robust way.
If we look into the possible sophistication "spanned" by the UnRisk model-method-implementation universe, we always explore new opportunities. 

Building applications with the computational UnRiskverse needs abstractions, rules and logic - represented in a programming language. 
This is one reason, why we have integrated UnRisk into Mathematica (clearly Mathematica also has kernel methods that extend our computational universe for the domain). We have always created benefits from this approach for our customers and us.

We make them available to other developers. With UnRisk-Q.