Volmaster 

 

Available Volmaster FX Pricer editions:

 

Volmaster FX Pricer Pro Edition

The fully featured Pro edition offers high-end pricing capabilities together with a wide range of integration possibilities.

Available as an on-premises or SaaS solution, it caters mainly to market-makers and allows full control of own volatility surfaces.

It also features capabilities designed for large international organizations such as sales-trader traffic workflow and the capability to design custom instruments.

A wide range of integrations are possible through Volmaster API, such as pushing tickets into third-party systems, consuming Volmaster pricing libraries, etc.

Volmaster FX Pricer Eikon Lite Edition

The Eikon Lite edition runs exclusively inside Thomson Reuters Eikon platform and offers high-end pricing capabilities suited to a large number and types of market participants, including banks, corporate treasurers, fund and asset managers, insurance companies, auditors, consultancy firms.

Featuring pre-calibrated volatility surfaces (on Volmaster SLV model), it offers fast accurate and reliable pricing with minimum manual intervention.

It offers a very wide product coverage, including second generation exotics, such as TARFs, Accumulators and Faders, all priced in advanced, transparent and academically-backed models.

Volmaster FX Eikon Lite Edition promo video

Editions comparison: *


Component

Pro Edition

Eikon Lite Edition

Pricing Platform

External API

X

Integration Tools

X

Premium Reuters Feeds


Feature

Pro Edition

Eikon Lite Edition

Multiple MarketDataSets

X

Control Own IR Curves

X

Control Own Vol Surface

X

Control Own Events/Weights

X

Control Own Tails Asymptotes

X

Quote on Spread

X

Quote on Correlation

X

Single-Leg Pricing

Multi-Leg Pricing

Max Legs per Pricing Form

1000

1000

Pre-defined Strategies

Solver

User-defined Templates

Calibrate on Demand

Pre-Calibrated

Price Vanillas up to

10y

10y

Price Exotics up to

10y

5y G10 / 2y EM

Auto-Refresh Mkt Data

X

Traffic

X

Sales-Trader Interaction / RFQ

X

Export Vol Surface

X

Integration Features

X

Simulation


Advanced Pricing (payoff-scripting)

Pro Edition

Eikon Lite Edition

Instruments published by Volmaster
to all users

Instruments published by Volmaster
to selected users upon request

Limited

Instruments created directly
by Quants within an organization

X

Technology

64-bit

32-bit

Max Fixings

As required

Limited

Max Tenor

10y

5y G10 / 2y EM

Pricing

Greeks

Limited

Parallel Processing of Greeks

Limited



 

 

For any information, please contact us:  info@volmaster.com   

 

 

 

 

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