Why Should You Use Our Services?

More than 25 years of experience in finance, relative value trading and modelings allows Nitrox Consulting to offers solutions for a wide range of problematics.

All the Fixed Income products (Vanilla, Options, Exotics), market calibrations and analysis but also use of mathematics and financial techniques for other underlyings, like Wine or Sugar.

NitroX has the ability to develop Pricing Libraries, but also Web Sites or stand alone applications.



Nitrox consulting products are Pricing and Risk Management tools for Vanilla and Exotic Interest Rate Derivatives.

They take the form of ready-made templates based on Excel add-ins written in C++ ...



Practitioners now acknowledge the presence of several yield curves in the market for a given currency and now use different discounting curves to those used to calculate forwards.

The discounting curve is ...



Our software is a C++ Library packaged as an Excel Addin.

The C++ Object are plugged into Excel using a RtdHandleServer.dll . It can be downloaded here . This DLL then needs to be registered into Windows once and for all using ...


Latest News

  • 2015-06-03- Release of
    PubNub Excel
    2015-01-01- Moving East
    To the Philippines
    2013-06-18- Our Demo Risk Management Web Site is live. Check it out at nitrox.biz
  • 2012-05-23- Swap
    Cancellation Pricer available
    for Trial, download in
    PRODUCTS/Swap Cancellation.
    2011-09-01- Big Party
    10th anniversary of
    NitroX Consulting
    2011-08-01- 2008 is Back
    Interbank credit confidence
    crisis strikes again