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Message-ID: <5125FB16DA57D411BD7C009027B2022B2F45@OPAL>
From: Rahul Ignatius <rahul AT f2k DOT com>
To: "'cygwin AT sourceware DOT cygnus DOT com'" <cygwin AT sourceware DOT cygnus DOT com>
Subject: query for math library
Date: Mon, 24 Jul 2000 11:51:00 +0530
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Dear Sir / Madam,

We at Financial Engineering Solutions Ltd, Pune   are involved in the
designing, development of a world-class  software system in Treasury
Management . It supports the Front to Back Office requirements for various
complex instruments like derivatives along with the Money and equity Market
instruments.

Corporate Information 
Financial Engineering Solutions - (FES) is a specialist provider of fully
object oriented and fully scaleable software solutions for financial
treasury and derivatives products management and processing. We offer
product-based solutions, turnkey solutions and consulting services. The
company is headquartered in Pune, India. The current staff strength is
around 40 people. 
We are privately funded and strongly capitalized. The private investment is
from strong corporate entities of long standing (over 40 years), with long
term vision and robust financial health. The investors are from a Leading
Financial Services firm in India. We have dual advantage of being a focused
niche player and at the same time, enjoying strong fiscal backing. As a
result of this, our commitment to R&D and new technologies remains amongst
the highest in the industry. 

Requirement		:
	Our requirement is of an strong statistical package which can
support the standard pricing, evaluation models of derivatives like Swap,
Options, FRAs, etc.
It should also support simultaneously the statistical requirements of
portfolio analysis.
Transactions	: Calculation of dates with various date roll method,
		  Calculation of day count basis
		  Supporting various interest rate calculation Methods
				  Supporting models like Black and Scholes,
Hull and White, Cox-
				Ross-Rubinstein , Black and karasinski etc.
		  		  
Statistics	: Bootstrapping or any similar advanced software
		  Linear programming tools like optimization
		  Regression - Linear, Multiple , estimation etc.
		  Chi-square test, F test, T Test,  
		  GARCH models
		  Flexible designing of graphs 2D & 3D etc
		 Portfolio optimization And risk Analysis.
		 Along with Standard deviation, Variance, Moving Average
etc.


	This lists is not exhaustive and exclusive.Also every  bit is not
compulsory. Those who provide part or full are encouraged to contact us.
	
In this regard pl find this letter as an requirement offer. We expect the
reply in either plain paper format ( Pamphlets and Broachers )  or in
software evaluation copy format. 

It should be  noted that evaluation copy CDs must be genuine and original
only. Company needs at least  15 days time for the evaluation from the day
password or any similar locking arrangement is conveyed to us. It should be
noted that this is only evaluation process and Company reserves the right
whether to purchase the particular software or not without assigning any
reason thereof.  


Awaiting for your positive reply,

Thanking you in anticipation,


Yours truly,

For Financial Engineering Solutions Ltd,

Raghavendra Patil
Functional Analyst

Financial Engineering Solutions Ltd,
134 / 4-6, Bhamburda, Ashok Nagar,
Off Range Hills Road, Shivajinagar,
PUNE - 411007
(Maharashtra, India)

Phone : +91-020-5538298
Fax	: +91-020-5538947

Email : fes AT vsnl DOT com


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