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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.


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