This system is designed for financial institutes
which have their own option desks to provide over-the-counter
option hedging products to their clients. It allows the dealers
to real-time calculate option price with different parameters,
input deals, search and maintain deals, perform risk analysis.
It also provides back-office functions to reduce the administrative
- Option pricing
- Deals maintenance
- Risk analysis on portfolios
- Back office functions
To manage the risk over the trading, the system also provides
functions for users to perform different scenarios analysis and
what-if calculations for risk management.