Embedded FOREX / Interest Rates Options Calculators
Regulatory requirements and the increasing complexity and diversity of instruments has led both sell-side and buy-side market participants to the realization that independent, accurate fair market pricing for vanilla and exotic options is a business necessity and a crucial component of their ability to effectively manage risk.
The ForexManage options pricing engine offers fast, precise and independent fair market prices for a broad range of vanilla and exotic options. Our solution is highly flexible and has proven integration capabilities. It can be embedded in your application or implemented in your organization, allowing you to offer sophisticated added value services to your customers.
Who Needs Independent Options Pricing and Why?
Internal Bank/Broker Traders on Options Desks
- This is an ideal tool for option traders to give indicative / trading prices to their customers on the phone
- Options traders need a third party options pricing tool to evaluate an option before getting the price from their counterparties (on the Reuters dealing for example)
- Mark-to-Market: Traders often need to assess their positions at the end of the day. Automatic, fast, precise and highly accurate revaluation is an ideal solution for traders to use for revaluing their open positions.
Private Investors: Hedge Funds, Corporate CFOs, Money Managers and individual Options Traders
- Know the market: The ability to independently price up an option before calling a bank or broker for a price gives buy-side market participants pricing leverage and market insight.
- Ability to price and assess a broad range of options expands market participants' hedging capabilities and enhances risk management
- Mark-to-Market: Allows buy-side participants to revalue their portfolios automatically with independent and accurate pricing.
Technology and Implementation
ForexManage has extensive experience in integrating and implementing its solutions as either turn-key systems or complementary systems that complement legacy and internal bank systems. Out solutions are highly flexible and utilize existing APIs.
Priced with embedded Volatility
Calculating Market and Theoretical price
Sensitivity testing with Volatility adjustments
Multiple instrument strategy prices
Multiple 2D/3D graphics