Intro

Xenarix is a economic scenario generator(ESG) for financial analysis. Now is Beta Release version and Support only for Windows. The Engine is developed by C++.

Feature Support

Functionalty :

Repository Setting
Multi-Thread Generating
TimeGrid Setting
Random Number Change (Mersenne Twister, Sobol)
Moment-Matching Random

Models :

Geometric Brownian Motion ( Constant Paramter, Time-Varying Parameter )
Hull-White 1 Factor
Vasicek 1 Factor
Cox-Ingersoll-Ross 1 Factor
Black-Karasinsky
Garman-Kohlhagen

Requests officially supports Python 2.7 & 3.4–3.7