Released export of volatility surfaces via Volmaster API
Volmaster has extended the scope of its API, an all-purpose entry point into the platform, especially designed for integration into other existing systems and automation. The API is a key component of the platform and provides both standardized and custom services.
The API can be accessed by in-house and third-party systems via a standard SOAP interface, for maximum flexibility.
All services can be provided in any deployment type, including the SaaS business model.
The new capabilities include retrieving any update in the volatility surfaces committed in Volmaster systems either by Traders or by any other automated datasource. Remarkably, the API consistently triggers an export of surfaces that depend on other surfaces (quoted on-spread or on-correlation) and changes in volatility weights and economic events. The solution therefore maintains third-party systems in sync with Volmaster in all cases and even with complex inter dependencies.