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Risk
January 2002
by Naomi Humphries
Software Survey 2002
In 2001, Xenomorph launched PerfectVine, a trading and risk management system initially aimed at hedge funds, to which it recently added an application for portfolio scenario analysis. This year, it plans to release a software developer kit to link users' proprietary models or those of third parties to static and historic derived data such as implied volatilities, theoretical fair values and sensitivities and interest rate zero curves. It also plans to introduce a distributed, scalable calculation server based on the Microsoft COM+ component technology.