MCP — Mathema Valuation & Pricing Library
Mathema® Finance Library provides valuation and pricing for full-asset derivatives in financial markets, with complete domestic independence and controllability. It offers comprehensive solutions for FICC markets including derivatives valuation, pricing, and risk management.
The MCPExcel tool is an auxiliary tool for the Mathema Valuation & Pricing Library. Users can not only value and price assets in Excel but also implement complex tasks through custom Python scripts, such as batch pricing, batch valuation, regulatory reporting, strategy analysis, and more.
Free trial available - we look forward to your experience!
For download links and detailed steps, please click "Installation Guide".
The MCPExcel tool is an auxiliary tool for the Mathema Valuation & Pricing Library. Users can not only value and price assets in Excel but also implement complex tasks through custom Python scripts, such as batch pricing, batch valuation, regulatory reporting, strategy analysis, and more.
Free trial available - we look forward to your experience!
For download links and detailed steps, please click "Installation Guide".
Key Features of MCP Valuation & Pricing Library
The MCP Valuation & Pricing Library is a powerful, flexible, and user-friendly financial tool suitable for financial institutions, quantitative analysts, and financial engineers. Its multi-asset support, multi-language interfaces, transparent models, and efficient batch processing capabilities make it an ideal choice for financial pricing and valuation.
Multi-Asset Support
MCP supports various asset classes including FX, fixed income, equity indices, and commodities, meeting the valuation and pricing needs of different financial markets.Multi-Language Support & Tool Integration
Provides interfaces for multiple programming languages such as Python, Java, and C++, along with Excel tool support for convenient usage across different environments.Model Description & Transparent Pricing
Offers detailed model descriptions, enabling transparent pricing models. Users can clearly understand the mathematical principles and implementation details, with support for custom models and parameter adjustments.Rich Model Library
Includes built-in financial models such as option pricing models (e.g., Black-Scholes, Local Volatility), interest rate models (e.g., Hull-White, CIR), and structured product pricing models.Efficient Batch Processing
Supports batch pricing and valuation, enabling rapid processing of large-scale data for risk management, regulatory reporting, and strategy analysis.User-Friendly Tools & Documentation
Provides Excel tools and comprehensive documentation with example code to help users get started quickly and reduce the learning curve.Continuous Updates & Support
Regular updates to support the latest market rules and product types, along with professional technical support to ensure users can adapt to evolving market demands.