Skip to main content

MCPx (Mathema Calculation Plus) — Professional FICC Derivatives Pricing Platform

Production-Ready derivatives pricing library trusted by major financial institutions. Complete FICC Coverage: FX Options, Interest Rate Swaps, Bonds, Structured Products & More. Seamless Excel Integration: Professional pricing models directly in your spreadsheets. Python Power: Advanced scripting for batch processing, risk management & regulatory reporting. GPU Acceleration: Lightning-fast Monte Carlo simulations for complex structures. Free Trial Available - Experience professional-grade quantitative finance tools today!

Download TrialInstallation GuideDocumentation & ModelsAPI Reference

Why Choose MCPx? Production-Grade FICC Solutions

Trusted by major financial institutions worldwide, MCP delivers enterprise-level derivatives pricing with unmatched performance and reliability. From trading desks to risk management teams, MCP powers critical financial operations with professional-grade tools and transparent models.

  • Complete FICC Universe

    FX Options & Exotics • Interest Rate Swaps & Bonds • Structured Products • GPU-Accelerated Monte Carlo • Volatility Surfaces & Curves

  • Seamless Integration

    Native Excel Add-in with PyXLL • Python API for Advanced Users • C++ Core for Maximum Performance • Real-time Market Data Integration

  • Transparent & Customizable

    White-box Models with Full Documentation • Mathematical Formulas & Implementation Details • Custom Model Support • Parameter Adjustments

  • Enterprise-Grade Models

    Black-Scholes, Heston, Bachelier • Local Volatility & Stochastic Vol • Hull-White, CIR Interest Rate Models • Complex Structured Products

  • High-Performance Computing

    GPU Acceleration for Monte Carlo • Batch Processing for Large Datasets • Real-time Pricing & Risk Calculations • Scalable Architecture

  • Developer-Friendly

    Comprehensive Documentation & Examples • One-Click Installation Scripts • Interactive Excel Templates • Professional Technical Support

  • Always Up-to-Date

    Regular Updates for Market Changes • Latest Product Types & Regulations • Professional Support & Maintenance • Global Market Standards
Shanghai Meridian Digital Technology Co., Ltd. | Copyright © 2025