====== Fderivs Wiki ====== Seja bem-vindo ao wiki Fderivs, neste site você encontra tudo sobre a plataforma fderivs e todos os produtos de derivativos mais conhecidos que você pode criar e manter na plataforma. ===== Plataforma ===== * [[plataforma|Visao Geral]]\\ * [[plataforma:appreciator:appreciator|Appreciator (App)]]\\ * [[plataforma:polynomial:polynomial|Polynomial (App)]]\\ * [[plataforma:instruments:instruments|Instruments (App)]]\\ * [[plataforma:riskmanager:riskmanager|Risk Manager (App)]]\\ * [[plataforma:Integrate |Integrate (App)]]\\ ===== Models ===== * [[plataforma:appreciator:manual_appreciator:menu_principal:models| Models do Appreciator]] // // * [[Models:Interpolation]]\\ * [[Models:Curves]]\\ * [[Models:Basket Creation]]\\ * [[Models:Volatility Hvol]]\\ * [[Models:Futures]]\\ * [[Models:Vanilla Option]]\\ * [[Models:Option on Futures (Black 76)]]\\ * [[Models:1st Generation Extended]]\\ * [[Models:Barrier Option]]\\ * [[Models:Correlation Option]]\\ ===== Technical Documents ===== ==Erros== * [[Endereçamento dos erros]]\\ * [[Erros]]\\ ==Functionalities== * [[techdocs:appreciator_-_di1_future]]\\ * [[models:Appreciator - Equity Forward (pt. termo de ação)]]\\ * [[models:Appreciator - First Future Options]]\\ * [[models:Appreciator - Option Pricing with Hedge of Different Maturity and Curve]]\\ * [[models:Appreciator - Math]]\\ * [[models:Instruments - Equity Forward (pt. termo de ação)]]\\ * [[models:Polynomial - Delta Surface Importer]]\\ * [[models:Risk - P&L Calculations]]\\ * [[models:General - Lotsize and Spot Multiplier]] ==Models== * [[Models:Binomial Tree - CRR]]\\ * [[Models:BRL-USD Option]]\\ * [[Models:BRL-USD Coupon Curve]]\\ * [[Models:Dividend Rate Curve]]\\ * [[Models:Extended Volatility Model (EVOL)]]\\ * [[Models:forward_equity_pt._termo_de_acao|Equity Forward (pt. termo de ação)]] * [[Models:IDI Options]]\\ * [[Models:Immunization]]\\ * [[Models:Missing Data]]\\ * [[Models:Numerical Greeks and Derivative`s Price Change]]\\ * [[Models:NDF]]\\ * [[Models:Offshore Options]]\\ * [[Models:Options on Futures]]\\ * [[Models:Options with Dividends]]\\ * [[Models:Swaps]]\\ * [[Models:Vanilla Options - Black Scholes and Binomial Tree]]\\ * [[Models:Vanilla Options - Indexed Strike]]\\ * [[Models:Volatility Curve FVOL Model]]\\ ==Extra Material== * [[models:VBA Codes for Spreadsheets]]\\ * [[models:Notation]]\\ ===== Modelos de Estruturas ===== * [[Roles : Interpretation of symbols]]\\ * [[structure:Vanilla]]\\ * [[structure:Barrier]]\\ * [[structure:Vanilla + Barrier]]\\ ===== Other Products ===== * [[BP]]\\ * [[Cotatizador]]\\ * [[Push]]\\ * [[other_products:boletador|Boletador]]\\ * [[0_prospects:prospects_dynamic_filenames]] ===== API's ===== * [[0_api:0_authapi|API de Autenticação (Auth API)]]\\ * [[0_api:0_integrateapi|API do Aplicativo Integrate (Integrate API)]]\\ * [[0_api:0_appreciatorapi|API do Aplicativo Appreciator (Appreciator API)]]\\ * [[0_api:0_polynomialapi|API do Aplicativo Polynomial (Polynomial API)]]\\ * [[0_api:0_instrumentsapi|API do Aplicativo Instruments (Instruments API)]]\\ * [[0_api:0_riskmanagerapi|API do Aplicativo Risk Manager (Risk Manager API)]] * [[0_api:0_assetcorrelationapi|API do Asset Correlation]]\\ ===== Notícias ===== * [[news:start|Feed de Notícias]] ===== All External Downloads ===== * [[PDF]]\\ * [[XLS]]\\