MakeVC uses exponentially weighted moving averages (EWMA) to forecast volatility and correlation information from input historical price and interest rate time series. The output datasets can be used for trading and risk management activities involving variance-covariance methodologies, such as value at risk (VaR), or any calculation which requires a volatility or correlation forecast. You can use your own data to make forecasts not published in RiskMetrics® datasets. For example, energy and power firms can create datasets containing commodity prices for different pipelines and delivery points, an emerging markets trader can incorporate Brady bonds, and an equities trader can include market sectors and individual stocks. The underlying MakeVC calculation engine is accessible through many user interfaces to allow calculation and processing of data in many settings. It includes a set of Add-in functions to Microsoft Excel, a stand-alone graphical user interface, as well as a set of command-line functions. Documentation and sample input data are provided for each interface. MakeVC also includes a C/C++ library (see Libraries) for Unix and Windows programmers who want to incorporate MakeVC functions into custom and third-party C, C++, Visual Basic, and SQL database applications. MakeVC is written completely in C/C++ and provides extremely fast calculations. View the MakeVC product profile.