Volmaster has entered into a strategic business relationship with Refinitiv (LSEG).

 

 

Press Release

 

Refinitiv (LSEG) boosts FX derivatives pricing and analytics with Volmaster FX app in Eikon.

Volmaster FX, available through Eikon App Studio, provides robust pricing and simulation capabilities for complex FX instruments and structured products.

NEW YORK (16 Nov 2017) – Refinitiv (LSEG) has enhanced its FX derivatives pricing and analytical capabilities on its flagship desktop product Eikon with the addition of Volmaster FX, an app that gives the buy and sell side market participants accurate and unbiased pricing capabilities. Volmaster FX is available via App Studio on Eikon.

Volmaster, a fin-tech company based in Amsterdam, has developed a version of its Volmaster FX derivatives pricing and simulation software, specially adapted and tailored to the Eikon platform, including integration of Refinitiv (LSEG) real-time premium market data. The App offers single and multi-leg pricing in vanillas, first and second generation exotics (including several variants of TARFs), structured products and even custom instruments, implemented through a proprietary payoff-scripting language. The app consistently prices all instruments in an advanced SLV model, while concealing the complexities and presenting to its users a simple and ergonomic interface.

Covering in excess of 100 ccy-pairs, including NDF-traded pairs, the app is suitable to all market participants with an exposure in the FX market, including banks, hedge and pension funds, corporations, insurance companies, consultancy and auditing companies.

“Our platform allows an accurate and unbiased pricing, based on the most advanced models. Volmaster key technological innovations provide unparalleled computational speed and reliability”, said Stefano Silvano, CEO and founder of Volmaster. “We believe Volmaster app will boost the Eikon platform at the very top of the analytical capabilities spectrum”.

“Our open platform approach allows our Eikon users a range of solutions to meet their trading strategy and workflow needs. The addition of Volmaster onto App Studio provides our FX Options clients a valuable tool alongside our existing robust suite of FX trading and analytical solutions”, said Neill Penney, Head of Trading, LSEG.

Featuring advanced features, such as a hedge wizard, spot and volatility ladder, forward volatility analysis, portfolio simulation, joint and multiple solvers, the app is particularly suited for price discovery, pre-trade simulation and analysis, fair value reporting and compliance.

Eikon is a powerful and intuitive next-generation open platform solution for consuming real-time and historical data, enabling financial markets transactions and connecting with the financial markets community. Its award-winning news, analytics and data visualization tools help its users make more efficient trading and investment decisions across asset classes and instruments including commodities, derivatives, equities, fixed income and foreign exchange. Eikon is a leading desktop and mobile solution that is open, connected, informed and intelligent.

App Studio, Eikon’s third party development suite, enables clients and vendors to embed their applications, content and work flows into Eikon, thus creating an integrated end-to-end solution. This open approach allows users to benefit from access to financial apps created by third party developers globally, built directly into Eikon.

Refinitiv (LSEG)

Refinitiv, part of London Stock Exchange Group or LSEG, is the world’s leading source of information for professional markets. Our customers rely on us to deliver the intelligence, technology and expertise they need to find trusted answers. The business originated from Thomson Reuters has operated in more than 100 countries for more than 100 years.

Volmaster

Volmaster is an innovation-centric fin-tech company, based in Amsterdam, specialized in developing solutions for the pricing and management of FX derivatives. Our SaaS solutions provide powerful and cost-effective ways to support and enable the FXO business. Volmaster also offers customized solutions and integration tools (API) into third-party systems.

Volmaster FX Eikon Lite Edition promo video