The ultimate pricing platform for FX derivatives.
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Latest News
14 Nov 2024
New tools for Flxible Forwards: Exercise Boundary Map and Per-Pillar IR simulation
21 Jun 2024
Added support for Crypto (BTC, ETH)
10 May 2024
Added support for metals (XAU, XAG)
15 Feb 2024
Stateful pricing and revaluation libraries under LaaS (Libraries-As-A-Service)
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02 Oct 2023
Native multi-leg support of flexible forwards (including reservation for stochastic IR curves)
10 Sep 2023
Trading Pad with historical analysis of observed interests and axes
25 Jun 2023
New position keeping tool for arbitrary scenarios (joint bumps of surface and IR curves)
15 Apr 2023
Extension for single-name trading platform
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12 Sep 2022
New position keeping tools for exotics (digital risk, trigger de-hedge risk)
05 Mar 2021
New web-based client with white-labelling capabilities
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10 May 2020
Released export volatility surfaces via API.
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03 Nov 2019
Released Volmaster Position Keeping (Risk Management).
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15 Mar 2019
Released Volmaster SLV pricing and revaluation libraries API.
With local installation or remotely with Libraries-as-a-Service business model.
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10 May 2018
Released Volmaster historical tools as part of Volmaster FX Pricer.
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16 Nov 2017
Volmaster has entered into a strategic business relationship with Thomson Reuters (now Refinitiv). Volmaster FX Pricer App integrated into Eikon flagship platform.
Press release
12 Aug 2016
Volmaster FX used as a hands-on pricing platform in London Financial Studies (LFS) Exotic Options courses.
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19 Jul 2015
Granted a patent concerning the pricing of arbitrary instruments (via payoff-scripting) on arbitrary models (SLV and others).
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22 Feb 2014
Released Volmaster API and integration tools.
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15 Jun 2013
Volmaster has started a business relationship with MathFinance AG.
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20 Mar 2013
Implemented SLV+J pricing model (hybrid stochastic-local volatility + jumps).
13 Oct 2012
Deployed Simulation Tools.
5 Apr 2012
Introduced user-defined pricing templates.
08 Jun 2011
Released traffic/RFQ system.
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27 Mar 2011
Introduced quadratic payoffs and variance swaps.
13 Nov 2010
Implemented SLV pricing model (stochastic-local volatility).
04 March 2010
Added pre-defined option strategies.
About Volmaster FX
Now available also on Refinitiv (LSEG) Eikon platform
Volmaster has released a new edition of its acclaimed Volmaster FX Pricing App, available to users of Refinitiv (LSEG) flagship Eikon platform:
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A New Generation of Financial Software
Volmaster brings to the market community a new pricing paradigm, based on transparent and academically-backed models and capable of unrivalled speed, performance and accuracy. No black-boxes. No questionable price adjustments.
Volmaster implements several high-end features, while maintaining a simple and intuitive user interface:
- Native pricing in stochastic volatility, including 1st and 2nd order greeks
- Rich model specification, with time-dependent parameters
- Arbitrage-free volatility surfaces both in strike and in time dimensions
- Unrivaled pricing speed, massively parallel computation engine
- Wide range of exotic options coverage
- Streamlined one-click model calibration
- Flexible market datasets, mapped to your organization
- Ergonomic user interface, instant responsiveness
- Full bid/ask spread pricing, with smart netting capabilities
- Predefined and user-defined option strategies
- Advanced stripping tools, rules-based
- SingleLeg and MultiLeg pricing up to 1000 legs with multiple solvers
- Economic events volatility adjustments and automatic cut conversions
Zero-cost Infrastructure: No Servers Required, No maintenance.
Volmaster allows the financial community to perform the transition into high-end stochastic volatility pricing without the massive investments in hardware and human capital required by in-house solutions. Deployed as an on-line tool over the internet, it is always available and automatically updated. Just connect your pc to the internet and login!
By following the business model of software-as-a-service (SaaS), Volmaster delivers a fully functional solution to your desktop at a fraction of the typical cost. Volmaster is not simply a browser tool, but a virtualized and sandboxed Windows application running in your desktop. Volmaster can be integrated with your existing infrastructure, by connecting to STP solutions, streamlining the daily business and avoiding manual bookings.
Future-Proof
Volmaster delivers a unique pricing technology that is several order of magnitudes faster than traditional pricing methods. As our brekthrough methodology is model-agnostic, Volmaster can implement new pricing models by just providing a mathematical description of the stochastic processes, without re-coding all option classes for a particular model. The implementation of a new model propagates to all option classes automatically. As a result, Volmaster can evolve with progresses in academic research and apply new models in a very short time-frame.
Volmaster's internal open architecture can price virtually any contingent claim in the desired stochastic volatility model, including user-defined option classes. Therefore, Volmaster can help innovative firms to reduce significantly the time-to-market of new financial products.
Due to its expandability both in terms of pricing models and in terms of instrument coverage, Volmaster is a future-proof pricing platform that can satisfy the needs of the market community for future innovations of financial models and future generations of exotic options.