Volmaster FX Libraries

Volmaster API exposes our advanced computational libraries (SLV and SLV+J model), including smile generation, vanilla volatility, pricing in bid/ask and revaluation portfolios. Current coverage include linear instruments, vanillas and 1st generation exotics.

Volmaster API can be installed locally and service an entire organization. Remarkably, it is now possible to access the libraries also remotely, with a business model of Libraries-as-a-Service. No hardware required, no maintenance. Just invoke our libraries over the internet!

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.

Remarkably, the API performs automatic calibration of the SLV model and caches the results to minimize overhead. Different modalities allow the caller to pass its own market data, rather than fetch them from Volmaster infrastructure, as well as other definitions and settings.

The API can also manage stateful pricing and revaluation functions. In such scenario, the end result is a seamless pricing / revaluation stream on a moving spot reference, perfectly suited for integration into electronic platforms.

  

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