Software Development

Quantsolutions has more than 15 years experience in professional software development. Its focus is on supporting clients in developing risk applications in-house to save software costs and gain full transparency over risk calculations. Typical projects include:

  • Development of C++ libraries which are used as a high-performance risk calculation engines and embedded into a client's IT landscape
  • Development of professional Excel applications which includes VBA add-ins / macros for improved structuring and the Excel integration of C++ / C# code in more advanced applications
  • Development of risk models in a statistical software package like R or SAS which might also include embedding C++ code for computationally intensive applications, e.g. as an R package