MG Soft

Structured Products

PLaNETa supports structured products: derivative-based financial products with index-linked cash flows.

PLaNETa has a structured products designer with the following features.

  • The designer allows to create and book non path-dependent structured products with an arbitrary payoff.
  • The designer draws the structured product payoff function graph.
  • Based on the entered payoff function, the designer reverse-engineers the structured product and determines the options (vanilla and binary) it consists of.
  • Pricing of the product and calculation of greeks is done using the reverse-engineered options strategy embedded in the product.

Structured products can be priced and analyzed using any of PLaNETa modules (for example, Value-at-Risk module can calculate VaR for portfolios containing options and complex structured products at the same time).

PLaNETa architecture allows for the easy implementation of new and more complex structured products (not supported by the designer).

Additional information on structured products in PLaNETa (including screenshots and a video-presentation) can be provided on demand — please contact us.

In September 2009 we launched — a website with a database of structured products available on the Russian market.

You can find more information about this project on this page.

© MG Soft, 2024