MathWorks Enhances Support for Risk Analysis and Trading
Latest Version of Datafeed Toolbox Enables Users to Export MATLAB Data to Thomson Reuters
NATICK, Mass. - (4 Oct 2010)
MathWorks today announced new functionality in several toolboxes for financial analysts and engineers. Enhancements include the ability to export or contribute data from MATLAB into the Thomson Reuters data service, and new functions that help with pricing, valuation, and risk profiling of credit portfolios and financial instruments. Financial engineers can also speed up their applications with new support for NVIDIA graphics processing units (GPUs) in MATLAB applications.
Financial services professionals worldwide, including quantitative analysts and their IT counterparts, use MATLAB and other MathWorks products to develop and implement increasingly complex financial models, analyze substantial volumes of data, and operate under tightening regulation in volatile markets. The following summary highlights new capabilities for financial services in the latest release of the MathWorks product family:
• Parallel Computing Toolbox empowers users to take advantage of NVIDIA’s CUDA-enabled GPUs for faster performance. Users can now access the NVIDIA CUDA library without having to learn CUDA programming or significantly modify their applications.
• Datafeed Toolbox now enables users to establish a connection in order to export data to Thomson Reuters. Two major benefits include the ability to implement MATLAB driven trading strategies through the Thomson Reuters market infrastructure, or to compare and contrast user-created yield curves with published yield curves.
• New functionality in Fixed-Income Toolbox enables modeling and analysis of option-adjusted spread (OAS) and credit default swap (CDS) calculations to help in understanding and profiling complex financial instruments and analyzing hedge portfolios and trading positions.
• Financial Toolbox contains new functionality for transition matrix calculations to help in understanding the impact of ratings changes on credit portfolios and risk exposure.
About MathWorks
MathWorks is the leading developer of mathematical computing software. MATLAB, the language of technical computing, is a programming environment for algorithm development, data analysis, visualization, and numeric computation. Simulink is a graphical environment for simulation and Model-Based Design of multidomain dynamic and embedded systems. Engineers and scientists worldwide rely on these product families to accelerate the pace of discovery, innovation, and development in automotive, aerospace, electronics, financial services, biotech-pharmaceutical, and other industries. MathWorks products are also fundamental teaching and research tools in the world's universities and learning institutions. Founded in 1984, MathWorks employs more than 2400 people in 15 countries, with headquarters in Natick, Massachusetts, USA. For additional information, visit www.mathworks.com.
MATLAB and Simulink are registered trademarks of The MathWorks, Inc. See www.mathworks.com/trademarks for a list of additional trademarks. Other product or brand names may be trademarks or registered trademarks of their respective holders.
Press Contacts
| Len Dieterle MathWorks Tel: (508) 647-4404 Fax: (508) 647-7001 E-mail: len.dieterle@mathworks.com |
Sean Audet Text 100 Tel: (617) 723-1044 E-mail: mathworks@text100.com Web: www.text100.com |
