Futial is a set of system libraries to support product development and risk management of derivatives.
Futial consists of both system libraries related to infrastructure to capture and to process market data on interest rates, currencies and equities, and system libraries related to pricing variety of derivative products, including exotics.
Examples of System Libraries
| Related to Infrastructure | Related to Pricing |
|---|---|
| Disposition of number of Non business days | Average options |
| Yield curve generation | Discrete barrier options |
| Volatility smile generation | Window barrier options |
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.
