JSONrisk components

Input Data Management

Perform Calculations

  • Start ad-hoc calculations in your browser with the Pricing applet
  • Plan and start calculations and other tasks on the server backend with the Batch applet

Analyze Results

Maintenance

JSONrisk library docs

  • The Instruments guide summarizes supported instruments and features
  • The Fields guide contains a complete list of JSON fields for describing instrument terms and conditions
  • The Data types guide explains the data types used in the JSON fields
  • The Parameters guide explains how to represent parameters for valuation, e.g., yield curves and surfaces.
  • The Schedule generation guide explains how JSON risk generates schedules for interest rate instruments.