Contact:  Dan Fylstra Frontline Systems 775-831-0300 press@solver.com

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News Release - Risk Solver V7.0 Fact Sheet

Risk Solver™ V7.0 Fact Sheet

INCLINE VILLAGE, NV -- April 27, 2007 -- Frontline Systems' new Risk Solver™, is the first new 'industrial strength' Monte Carlo simulation tool for Excel in 15 years.  This fact sheet briefly summarizes its capabilities.  A fully functional, free trial version can be downloaded at Frontline's Website www.solver.com.

Special Capabilities:  High-speed Interactive Simulation, support for Probability Management, breakthrough performance on simulation optimization, runtime support with Risk Solver Engine.

Excel Versions and Features:  Excel 2007, Excel 2003, Excel XP, Excel 2000 on Windows Vista, XP, 2000. Models may have unlimited worksheets, rows and columns in one workbook.

Random Number Generators:  Park-Miller, CMRG, WELL1024, Mersenne Twister.

Sampling:  Standard Monte Carlo, Latin Hypercube, Sobol numbers (randomized QMC).

Probability Distributions:

Beta	Laplace	Pareto2	Bernoulli	DisUniform
BetaGen	Logistic	Pearson5	Binomial	General
BetaSubj	LogLogistic	Pearson6	Geometric	Histogram
Cauchy	LogNormal	Pert	HyperGeo	MVLogNormal
ChiSquare	LogNorm2	Rayleigh	IntUniform	MVNormal
Erf	MaxExtreme	Student	Logarithmic	Resample
Erlang	MinExtreme	TriangGen	NegBinomial	Shuffle
Exponential	Myerson	Triangular	Poisson	Sip
Gamma	Normal	Uniform	Cumul	Slurp
InvNormal	Pareto	Weibull	Discrete	Certified

 

Statistics and Risk Measures:

Percentiles	Std. Deviation	Max	Semi Variance	Mean Confidence
Mean	Skewness	Range	Semi Deviation	Std. Dev. Conf.
Mode	Kurtosis	Target	Value at Risk	Trials for Conf.
Variance	Min	Mean Abs. Dev	Conditional VaR	Percentiles

 

Correlation:  Multiple rank-order correlation matrices for dissimilar distributions. Automatic adjustment to positive semidefinite matrices prioritizes user-specified correlations.

Sensitivity Analysis:  Tornado charts based on Moment Correlation or Rank Correlation. Error Filtering: Trials with errors are excluded from charts, statistics and percentiles. Normal or error trials can be displayed. Users can include/exclude trials satisfying any conditional tests. Charts:  2-D and 3-D charts of PDF, CDF, Reverse CDF for uncertain variables; Frequency, Cumulative Frequency, Reverse Cumulative Frequency, Sensitivity for uncertain functions, with colors, titles, legends, gridlines, axis labels and formatting. Automatic or manual bin counts.

Distribution Fitting:  Fit user-supplied data (for uncertain variables), or simulation results (for uncertain functions) to any of 27 continuous and discrete probability distributions, using Chi Square, Kolmogorov Smirnov or Anderson Darling goodness-of-fit tests. Display fitted overlay, P P, Q Q, and Difference charts.

Excel Functions:  80 new functions for probability distributions, statistics and risk measures.

VBA Object Model:  Problem, Model, Solver, Engine, Parameter, Variable, Function, Statistic, Sparse Matrix, Distribution objects with a full set of properties and methods.

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