Futial is a set of system libraries to support product development and risk management of derivatives.
This is a support-tool series for supporting decision making in securities portfolios management, developed for banks and other customers, which are complete with an asset allocation function for portfolios focusing on the four traditional assets of domestic bonds, domestic stocks, foreign bonds and foreign stocks, a quantitative risk-analysis function, and a risk-budgeting function allocating risks by asset.
We work on the GPU Computing based on the financial technologies and computation skills which we have developed through many years of research and development.
