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Our proprietary PositionBookTM software is a unique and powerful application for analyzing risk and managing positions. PositionBookTM fills the wide gap between high-end, (and very expensive) treasury management systems and basic option pricing models. It can be used to price and analyze exchange-traded futures and options, as well as over-the-counter average rate (Asian) options and barrier options.
PositionBookTM is ideal for commodity traders and risk managers who need to analyze risk in their cash, futures and options positions. PositionBookTM is also well-suited for front-office tasks such as position monitoring and analysis of commodity hedging and speculative strategies. The program also offers powerful middle-office functionality for position valuation and stress testing.
PositionBookTM provides the ability to monitor and analyze multiple positions either independently or as a single “book”. PositionBookTM can be readily linked to a number of major quote systems, thereby eliminating the need for manual entry of market prices. PositionBookTM provides powerful option analytics presented in a user friendly and intuitive fashion. PositionBookTM is available under annual or multi-year licensing arrangements.
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