Contact:  Daniel Fylstra
Frontline Systems 775-831-0300

News Release

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

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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