Plutus Options Pricing Engine
Product Overview
Trading desks at financial institutions will often have to compromise when a customer requests a quote for a basket of exotic options and one has to be provided in a matter of minutes. Frequently, the price becomes inflated with an unnecessary margin to account for the risk when the option is priced with a low number of iterations. Slow response times and high prices often result in the desk losing business to competitors.
Plutus OPE can assist users in pricing their exotic options accurately and without compromise. Moreover, it provides users with all the sensitivities to the underlying assumptions (aka "greeks"), enabling them to make more informed decisions.
All of this is available in the cloud, on demand, and right at your fingertips. Launch a GPU instance using the AMI, start a Jupyter notebook, and price your options in a matter of seconds. It's as simple as that.
Version
By
VorticityOperating System
Linux/Unix, Ubuntu 22.04.1 LTS (Jammy Jellyfish)
Delivery Methods