Our applications
A totally independent company, we develop all of our trading room software ourselves, thanks to our recognized expertise.
The products that we develop allow us to obtain quotes from numerous financiers without having to resort to Bloomberg or Reuters. Our applications allow us to obtain risk-free rate curves for several currencies (EUR, USD, CHF), forward rate curves, to value options portfolios, CDS, interest rate swaps, currency and get the tablecloths to recover.
We also develop tailor-made VBA applications according to the specific needs of our customers.
Below are two examples of applications developed by our teams for our customers:
OIS curve computation
OIS rate curve computation: Our OIS rate curve application allows us to get OIS rate (EUR,USD,CHF ...) without any costly data provider.
These curves are essential as they allow to price accurately options portfolios, swaptions, foreign exchange options, etc.
Data import, VAR and ES computation
Data import, VAR and ES calculation: Our application allows us to automatically import closing prices for any stock over a time frame you choose.
Once the data are retrieved, our application computes the VAR/Expected Shortfall risk indicators and computes a volatility cone.
