Financial Modeling Platform
RainbowStats is a financial time series and econometric analysis platform built around reusable analytical objects. The goal is not only to compute values, but to expose the mechanics behind those values through clean and interactive tools.
The same framework can support bond pricing, option pricing, convertible securities, simulations, econometric modeling, and macroeconomic data exploration. This allows very different models to share a consistent interface while remaining extensible.
What the platform covers:
Fixed income pricing, derivatives, hybrid securities, portfolio analytics, distribution models, simulations, and market data tools.
Fixed income pricing, derivatives, hybrid securities, portfolio analytics, distribution models, simulations, and market data tools.
Simulations
- Interceptor Simulation
- Merton Structural Credit Model
- Corporate Tax Simulation
- Matrix Algebra with the Yield Curve
- Series Econometric Panel