FinOptions API

The FinOptions API analytics library is a powerful derivative modeling software suite designed for financial professionals. Its extensive cross-asset coverage ensures maximum accuracy and flexibility when managing and handling complex products. It provides critical risk information that allows users to drive their business objectives and manage their derivatives portfolio effectively.

Using real-time market data from a quote vendor, the FinOptions API lets users value their portfolio positions, including sensitivities such as delta, gamma, theta, vega, rho, psi, and lambda. It can also calculate implied volatility values based on the prices of exchange-traded options. With over 60 optimized financial functions, the Derivicom FinOptions API analytics library ensures fast and easy-to-create business solutions.

It allows users to value option contracts on various assets like foreign exchange, fixed income securities, stocks, futures, indices, and Employee Stock Options (ESOs). Additionally, various exotic type contracts such as Barrier, Binary, Chooser, Compound, Currency-Translated, Lookback, Portfolio, Rainbow, and Spread options can be valued using the suite.

The suite provides complex interest rate and bond option pricing and analytics, historical volatility evaluation, and curve-fitting functions. It is a straightforward and easy-to-use COM compliant financial software library powered by an ultra-efficient processing engine, enabling users to analyze derivatives at lightning speeds regardless of dataset size.

The FinOptions API financial library is equipped with an intuitive object model and clear concise examples, making it easy to work with. It gives users the power to meet and exceed user expectations, quickly integrate advanced derivative analytics into their custom software solutions, and ultimately reach their business goals.