Mailing-List: contact cygwin-help AT sourceware DOT cygnus DOT com; run by ezmlm List-Subscribe: List-Archive: List-Post: List-Help: , Sender: cygwin-owner AT sources DOT redhat DOT com Delivered-To: mailing list cygwin AT sources DOT redhat DOT com Message-ID: <5125FB16DA57D411BD7C009027B2022B2F45@OPAL> From: Rahul Ignatius To: "'cygwin AT sourceware DOT cygnus DOT com'" Subject: query for math library Date: Mon, 24 Jul 2000 11:51:00 +0530 MIME-Version: 1.0 X-Mailer: Internet Mail Service (5.5.2448.0) Content-Type: text/plain; charset="iso-8859-1" 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 -- Want to unsubscribe from this list? Send a message to cygwin-unsubscribe AT sourceware DOT cygnus DOT com