Volmaster FX is a complete and modular platform for the pricing and management of FX derivatives. A flexible technical and licensing approach allows custom configuration of features and different types of deployment scenarios.
Volmaster FX Pricer
The pricing tool is the access point of Volmaster FX platform. Available in different configurations, the pricer provides the most advanced features for controlling and managing the volatility surface, as well as pricing a wide range of instruments using our advanced models. Read more...
Volmaster FX Pricer is available in two different editions:
- Volmaster FX Pro Edition
- Volmaster FX Eikon Lite Edition
The newly released Eikon Lite Edition is directly embedded in Refinitiv Eikon platform and accessible as a third-party App through Eikon App Store.
Volmaster - Refinitiv joint press release
Volmaster FX Eikon Lite Edition promo video
Volmaster FX Traffic/Rfq
The optional traffic/Rfq feature provides a rich real-time interactive experience linking traders and salespeople and deepens the control of operations, the workflow of market participants and the generation of tickets. The feature provides strict firewall-like validation rules and integration into the organization's infrastructure. Read more...
Volmaster FX Payoff Scripting Language
The optional advanced pricing feature implements our patented technology for scripting an arbitrary payoff. The functionality allows organizations to create and manage custom instruments and price/revalue them using the advanced SLV or SLV+J pricing models. Instruments can also be defined by Volmaster on request and 'pushed' to selected users. The feature provides endless possibilities for the expansion and customization of the product range. Read more...
Volmaster FX Historical Tools
The optional historical tools provide powerful analytics and measures designed to assist traders into optimizing their strategies. Specific tools cover long-term historical behavior and short-term intraday behavior. A historical correlation tool is also included in the package and can be used as a basis for quoting illiquid pairs via copulas. Read more...
Volmaster FX Integration Services
The pricer implements a number of services designed to facilitate the integration of some advanced features into less capable systems. For example, the export of volatility surfaces computed and validated by Volmaster FX into in-house or third-party systems.
Volmaster FX API
The API is an all-purpose entry point into the platform, exposing a number of standardized services. The API can be easily customized to offer any kind of required or desired functionality. For example, the API can provide tickets export capabilities into in-house or third-party systems, access to Volmaster computation libraries (even remotely with a Libraries-as-a-Service business model), real-time revaluation invoked by other systems, redirection of electronic market platforms pricing requests into the traffic/rfq system, etc. Read more...
Volmaster FX Position Keeping
Volmaster pricing tool offers a complimentary access to our simulation/position keeping tool, used to simulate the behaviour of a portfolio of deals. The optional Ephemeral Position Keeping feature allows traders to download in Volmaster system their portfolios from external sources and therefore use Volmaster as a risk management system. The Ephemeral Position Keeping feature does not keep a permanent record of deals and processes all information locally. As a result it is very easy to adopt in terms of compliance and IT requirements. Volmaster risk management performs all daily operations and a number of very important simulations such as perturbations on spot, volatility, horizon, as well as an advanced currency shock tool based on correlations and hedge wizards. It also seamlessly manages the translational risks into the accounting currency. Read more...
Consultancy Services
Volmaster is available for consultancy spanning both the theoretical side of derivatives pricing and the technical IT-side of implementation. Custom consultancy is offered on a per-project basis.
Request more information
Please contact us for further information about Volmaster FX platform: info@volmaster.com