Futial® is a set of system libraries to support product development and risk management of derivatives.
Futial® consists of system libraries related to infrastructure to capture and to process market data on interest rates, currencies and equities, system libraries related to models to value
derivative products, and system libraries related to pricing variety of derivative products, including exotics.
Examples of System Libraries
| Infrastructure | Models | Pricing |
|---|---|---|
| Disposition of number of Non business days | Local Volatility Model | European Option |
| Yield curve generation | Stochastic Volatility model | American Option |
| Volatility smile generation | Jump model | Window American Option |
| Hybrid model | Average Option | |
| Cross Currency model | Barrier Option | |
| Simultaneous valuation model of cap and swaption | Volatility derivatives | |
| Vanna-Volga model |
Futial® is based on the latest financial technologies and mathematical techiniques which we have developed through many years of research and development on derivatives.
We provide elaborate services based on our extensive experiences accumulated through services rendered to large financial institutions. Responding to your such customization requests as expansion of functions to introduce new products in a flexible fashion, we support your rapidly changing derivative business in a maneuverable manner.
