|
|
Analytical features
PLaNETa has rich analytical features.
- Correct and exact pricing of a wide array of
financial instrument and products.
- Calculation of forward prices for all types of
assets (stocks, bonds, currencies).
- Support of options on different underlying assets,
with the corresponding model used for each type. Calculation of
option premiums and sensitivities ("greeks" — delta,
gamma, vega, theta, rho).
- Pricing of
exotic options
using Monte Carlo simulation.
- Pricing of non path-dependent
structured products
having an arbitrary payoff function.
- Use of volatility surfaces and yield curves
for calculating option premiums, forward prices, etc.
- Calculation of accrued interest, yield to maturity, duration
and other bond parameters.
- Real-time calculation of position market values,
profit / loss and greeks.
- Miscellaneous analytical functions, such as bond, options
and forward calculators.
- Possibility to use different options valuation
libraries and functions.
Screenshots
|
|
|
|