Sophisticated cash flow engine covering all asset, liabilities, derivatives, and off-balance contracts like
- Loans, mortgages, step-up / down, roller coaster, fixed deposits, issuances, non-maturity account
- Interest rate swaps, swaptions, futures, options
- Basket, private equity, commodities
- Life, non-life, reinsurance, health, pension with stochastic cash flow modelling based on various frequency and severity distributions:
- Poison, geometric, log series, negative binomial, beta binomial, exponential, pareto, Weibull, Gamma, normal, half normal, uniform