UnRisk FACTORY Support Made Easy – Logging Notebooks

In today’s blog I am going to describe one of the most import  mechanisms for debugging UnRisk FACTORY valuations: The UnRisk FACTORY Logging Notebooks.
By the use of these Logging Notebooks support cases like, e.g.,
  • The calibration of an interest rate model does not work?
  • The valuation delivers an unreasonable result?
  • Have I set up the instrument correctly?
If a user gives me a call and poses one of these or a similar question, I ask him / her  to send the corresponding Logging Notebook, which he / she can download from the corresponding details page (the following screenshot shows this download possibility):

Downloading the Logging Notebook

So, while we are talking on the phone, I already can
  • open this Logging Notebook in Mathematica and load the UnRisk-Q package
  • perform the same valuation as the customer on my local machine without having the need to being connected to his / her UnRiskFACTORY
  • check within this Notebook the used market data, interest rate model, instrument data, scenario, ….
In most of the cases the question of the customer can be answered within a few minutes.
Just to give you a short impression how the contents of such a Logging Notebook looks like (with yome experience – which all of our developers have – it’s self explaining ;-) ), here is a small piece of the UnRisk-Q function call:

UnRisk FACTORY Logging Notebook

At the end I just can say thank you to all of our developers – the incorporation of this logging mechanism has made the customer support much simpler and faster.