Computer software for determining a variable to compute the value and sensitivities of financial derivative instruments, namely, currency, commodities, energy, interest rates, credit risk and equity barrier options and convertible bonds

'barrier':27 'bond':31 'commod':19 'comput':1,8 'convert':30 'credit':23 'currenc':18 'deriv':15 'determin':4 'energi':20 'equiti':26 'financi':14 'instrument':16 'interest':21 'name':17 'option':28 'rate':22 'risk':24 'sensit':12 'softwar':2 'valu':10 'variabl':6

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