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Printable Version

StructureTool is a simulation based tool designed to allow users to efficiently compute values and hedge statistics of user defined exotic and structured products. StructureTool allows users to specify arbitrary payoffs to value everything from plain vanilla options to complex structured products such as exotic basket options, complex trigger options, Asian barrier options, and physical assets such as pipeline networks. Path-dependent, early exercise and constraint conditions can also be specified by the user. StructureTool is available as a Microsoft Excel Add-in and as a library to allow integration into custom and third party applications.

Key Benefits:
  • Values complex, user-defined structures on a virtually unlimited range of asset types and contract terms.
  • Uses an efficient implementation focused on run-time performance.
  • Includes an expanding library of sample contract templates for quick customization.
  • Takes advantage of an open architecture that allows examination of all intermediate results. This makes strong model auditing possible, greatly speeds up the building of new contract templates, and gives a transparent view of how a contract works.
  • Exports the debugging and modeling work performed in Excel into a library-based production valuation environment. StructureTool will write the C code to allow the user to value a contract once the user has specified it in Excel.
View the StructureTool product profile. Acrobat Reader
 
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