A flexible and sophisticated model for the short rate. The plug-in implements Dai-Singleton affine term structure model with 1,2,3 factors and also its extension known as essentially affine model.The model can be also used to deal with inflation indexed option. Two different calibration procedure are provided within the plug-in.

This plug-in implements the informative CONSOB (Italian Securities and Exchange Commission) , described in Quaderni di Finanza N.63 "A quantitative risk-based approach to the transparency on non-equity investment products" and the Comunicazione n. DIN/DSE/9025454 of 03/24/2009) for the transparence of investments which is built on three pillars: the recommended investment horizon, the potential returns and the degree of risk as- sociated (and, in the case of "benchmark" products, the management class in terms of deviation from the chosen benchmark) about an investment product. InformativaConsob plug-ins implements the informative CONSOB about an investment in the "unit-linked" product.

A no-arbitrage model which is the industry standard for modeling the future interest rate dynamic. The plug-in implements the one-factor version of model and the possibility of calibrating it to a cap volatility matrix.

This plug-in implements the one-factor squared Gaussian model. This model assumes that the spot interest rate is a quadratic function of the underlying process, and it provides the advantage that the interest rates never become negative. The squared Gaussian is a no-arbitrage model, so it can be fitted to the initial term-structure of interest rates.The plug-in allows the user to use this model for simulation and to calibrate it to cap prices.