Available Volmaster FX Pricer editions:
Volmaster FX Pricer Pro Edition
The fully featured Pro edition offers high-end pricing capabilities together with a wide range of integration possibilities.
Available as an on-premises or SaaS solution, it caters mainly to market-makers and allows full control of own volatility surfaces.
It also features capabilities designed for large international organizations such as sales-trader traffic workflow and the capability to design custom instruments.
A wide range of integrations are possible through Volmaster API, such as pushing tickets into third-party systems, consuming Volmaster pricing libraries, etc.
Volmaster FX Pricer Eikon Lite Edition
The Eikon Lite edition runs exclusively inside Refinitiv Eikon platform and offers high-end pricing capabilities suited to a large number and types of market participants, including banks, corporate treasurers, fund and asset managers, insurance companies, auditors, consultancy firms.
Featuring pre-calibrated volatility surfaces (on Volmaster SLV model), it offers fast accurate and reliable pricing with minimum manual intervention.
It offers a very wide product coverage, including second generation exotics, such as TARFs, Accumulators and Faders, all priced in advanced, transparent and academically-backed models.
Volmaster FX Eikon Lite Edition promo video
Editions comparison: *
|
Component |
Pro Edition |
Eikon Lite Edition |
|
Pricing Platform |
✓ |
✓ |
|
External API |
✓ |
X |
|
Integration Tools |
✓ |
X |
|
Premium Refinitiv Feeds |
✓ |
✓ |
|
Feature |
Pro Edition |
Eikon Lite Edition |
|
Multiple MarketDataSets |
✓ |
X |
|
Control Own IR Curves |
✓ |
X |
|
Control Own Vol Surface |
✓ |
X |
|
Control Own Events/Weights |
✓ |
X |
|
Control Own Tails Asymptotes |
✓ |
X |
|
Quote on Spread |
✓ |
X |
|
Quote on Correlation |
✓ |
X |
|
Single-Leg Pricing |
✓ |
✓ |
|
Multi-Leg Pricing |
✓ |
✓ |
|
Max Legs per Pricing Form |
1000 |
1000 |
|
Pre-defined Strategies |
✓ |
✓ |
|
Solver |
✓ |
✓ |
|
User-defined Templates |
✓ |
✓ |
|
Calibrate on Demand |
✓ |
Pre-Calibrated |
|
Price Vanillas up to |
10y |
10y |
|
Price Exotics up to |
10y |
5y G10 / 2y EM |
|
Auto-Refresh Mkt Data |
✓ |
X |
|
Traffic |
✓ |
X |
|
Sales-Trader Interaction / RFQ |
✓ |
X |
|
Export Vol Surface |
✓ |
X |
|
Integration Features |
✓ |
X |
|
Simulation |
✓ |
✓ |
|
Historical Tools ** |
✓ |
X |
|
Advanced Pricing (payoff-scripting) |
Pro Edition |
Eikon Lite Edition |
|
Instruments published by Volmaster |
✓ |
✓ |
|
Instruments published by Volmaster |
✓ |
Limited |
|
Instruments created directly |
✓ |
X |
|
Technology |
64-bit |
32-bit |
|
Max Fixings |
As required |
Limited |
|
Max Tenor |
10y |
5y G10 / 2y EM |
|
Pricing |
✓ |
✓ |
|
Greeks |
✓ |
Limited |
|
Parallel Processing of Greeks |
✓ |
Limited |
|
Position Keeping (Risk-Management) |
Pro Edition |
Eikon Lite Edition |
|
Download External Portfolios |
Optional ** |
Optional ** |
|
Global Simulations |
✓ |
✓ |
|
Per-ccypair Simulations |
✓ |
✓ |
|
Translational Risks |
✓ |
✓ |
|
Deals life-cycle management |
✓ |
✓ |
|
Books Aggregation |
✓ |
✓ |
- * Features subject to change without notice
- ** Requires additional licensing
For any information, please contact us: info@volmaster.com