Volmaster FX API

The API is an all-purpose entry point into the data and functionalities of Volmaster platform. It is implemented as a background service, running on a local server and provides secure and authenticated connectivity towards the server-side of the solution. The API can work on-line (via authentication) or off-line (via license key), depending on user cases.

The API exposes a SOAP interface to the customer's organization and can be invoked programmatically by other applications consuming web services.

The services can be accessed in all deployment scenarios, including the SaaS business model. Standard functionalities offered by the API include:

• Tickets export (push into middleware)
• Tickets export (pull by middleware)
• Alignment of tickets data (counterparties, credit ratings, etc.)
• Alignment of market data (redirection of internal feeds)
• Export of managed volatility surfaces (including dependencies and weights/events)
• Access to smile libraries by other systems
• Access to calibration libraries by other systems
• Access to pricing/revaluation libraries by other systems
• Redirection of traffic/rfq requests coming from other systems

Furthermore, the API can be fully customized, on demand.

 

Libraries-as-a-Service

For pricing and revaluation of entire portfolios with the SLV model, Volmaster now offers access to its libraries also remotely with a business model of libraries-as-a-service.

 

Case-Study: Enhance in-house systems

For organizations that are bound to existing in-house systems, Volmaster API offers the opportunity to access our pricing libraries. Due to the sheer performance and high accuracy of our technology, even legacy systems can be enhanced and enjoy a performance boost as long as a migration into the cutting-edge SLV and SLV+J pricing models.

Thanks to a context-aware infrastructure, Volmaster API minimizes the overhead and optimizes the performance. Thanks to our breakthrough innovations, (up to 1000x performance), Volmaster API can revalue derivatives at unrivalled speed on standard hardware. This also translates into a significant cost saving, in so far a costly grid computing infrastructure is not required.

 

Case-Study: Tickets Integration

Volmaster API acts as a bridge towards other downstream systems by providing all relevant tickets information for further processing. Source data (such as counterparties, books, brokerage, custom fields, permissioning, uesrs, etc.) are automatically synchronized and mapped. Strong authentication and encryption technologies (enforcing of hardware ID's, at-rest encryption, etc.) provide the highest standards of security.

Volmaster API facilitates the integration of our platform into an existing IT portfolio.

 

Case-Study: Connecting trading platforms to Volmaster Rfq

Market-makers can invoke Volmaster API in order to aggregate pricing requests (Rfq) coming from a number of different electronic trading platforms and generate a reply either in terms of price or in terms of volatility. By maintaining volatility surfaces in Volmaster, a bank can effectively process Rfq enquiries and replies using Volmaster libraries. Benefits include the capability of generating an arbitrage-free smile, control of tails and management of event weights.

 

Case-Study: Importing market-data

Volmaster API can also be used to import market data from different sources hence aligning the platform to other IT systems, for internal consistency within an organization. It is possible to import separately IR curves and volatility surfaces in a number of standard and customizable formats. It is also possible to use file exchanges for institutions who rely on depositories that have limited capabilities, save to create data files. The update of own market data can be performed on a scheduled frequency and it's seamlessly integrated in the system.

 

 

 

Request more information

Please contact us for further information about Volmaster FX API:  info@volmaster.com