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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.
SProducts.ru
In September 2009 we launched
SProducts.ru
— a website with a database of structured products
available on the Russian market.
You can find more information about this project on
this page.
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