MBRM Exchange Traded Options System
General Features:
- Handling of ETO contracts on most exchanges, including equity derivatives and interest rate futures.
- Evaluation of FTSE options on the LIFFE exchange, including the modelling of early exercise (wild card option).
- Graphical modification of volatility skews.
- Full risk analysis (including scenario analysis). Risk broken down into individual contracts and strikes.
- Pricing sheets can be easily adjusted for different formats.
- Multiple formats for one contract possible.
- Up to eight contracts on one pricing sheet.
- Open system approach enables linking to most real-time feeds.
- Positions from multiple dealers/contracts can be monitored and consolidated centrally.
For further details, please contact our Sales Team
NOTE: The MBRM Exchange Traded Options System requires UNIVOPT - Universal Options Add-in and UNIVINT - Universal Interpolating Add-in to operate.
Why not consider MBRM Comprehensive Combined Package : An inclusive package of our main software packages (This would be a massive saving on the individual selling price of these packages)
CLICK HERE to see our latest Price List.
Click the thumbnails below for screenshots of our sample spreadsheets: |
|
Volatility 'Smile' Grid | Pricing Sheet |
Risk Summary Graph | Span Risk Summary |
OTC Calculator | |