Netherlands-based data management technology vendor Asset Control has released AC Contour, a tool for creating and visualising curves and surfaces used in financial markets trading strategies.
The application, which is part of the vendor's AC Business Suite, creates standard and customisable curves and surfaces, based on historical or projected time-series data, delivered in 3D visualisations.
AC Contour includes an out-of-the-box library of standard curves, including bond, zero-coupon swap and FX forwards conversion curves, volatilities, correlation and variance covariance matrices.
The curve formation is also fully exportable and can be integrated into other applications, such as Microsoft Excel.
Ger Rosenkamp, CEO, Asset Control, says the application is designed to work with either AC Plus in-house data management or with the vendor's ACDEX outsourced service.
"With AC Contour, our customers can immediately transform their raw data into the derived curves and volatilities they need for risk management and trading analytics. Or they can build proprietary models on the fly," adds Rosenkamp.