Risk Management Live

A customisable application for managing trading positions, calculating risk sensitivities and pricing financial instruments.


Features

  • Optimized numerical algorithms for fast and efficient calculations
  • Engineered to compete with native C++ by maximising use of available hardware acceleration techniques
  • Integrate your own mathematical models and financial instruments using the built-in Python translator or REST/WebSocket interface
  • Includes support for standard models Black-Scholes, Dupire and Heston out of the box
  • Designed to collaborate seamlessly with AWS or on-premises cloud to persist your data
  • Compatible with major modern browsers (Edge, Firefox, Safari etc) and different operating systems (Windows, Linux, Mac etc)

Future development

(not available in current version)
  • Support for further mathematical models and financial instruments