Barra Targets Derivs Users With Two New Systems--One Ready, The Other In Beta

RESEARCH & ANALYTICS

Barra Inc. has released a new exotic options software package, called Barra/Rubinstein Exotics, based on Microsoft Corp.'s Excel spreadsheet technology. The product covers Black-Scholes and Cox-Ross-Rubinstein option models, average-rate options, compound options, lookback options, barrier options and rainbow options. In addition, beta tests of Barra's Cosmos, a new Microsoft Windows-based fixed-income risk management product with some derivatives functionality, are set to begin this month.

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