Hipes Research currently offers four software applications for the financial services industry. Additional applications are in development. For customized applications, please see our services page. 

Rich Curve Fit

Provides smooth, consistent forward rates of any tenor at any horizon based on a user specified collection of market prices.  Click here to see examples. 

Monte Carlo Multi-Factor Interest Rate Model

Complete and flexible .NET class library implementation of THE active relative value model by one of the original authors.

Multi-Regime Probablistic Analysis

Offers powerful insights and quantitative tools for portfolio risk management, counterparty exposure netting, and active strategies:  regime-dependent risks and rewards.

Credit Default Swap Analysis

Measures the impact of uncertainty in future credit spread levels on the CDS premium.