Beans-WebTrade™ covers an extensive range of derivative products - from vanillas to highly complex structured products across various asset classes. It also covers every possible mathematical engine to value derivative products on a fly. The solution includes all the industry standard financial models, numerical math libraries, pricing engines, calibration routines and various numerical techniques implemented using robust, efficient and scalable technology.
Foreign Exchange
The FX module provides a state of the art toolkit for valuing FX options, strategies, barriers, digitals, partial window barriers, accumulators and highly complex FX structured products. The IR module also includes a real-time market rates and volatility surface generation, correlation numbers supported by analysis and charting tools.
The Interest Rate module supports a wide variety of swaps from plain vanilla swaps to numerous types of options-embedded swaps as well as cross-currency swaps. It also supports various interest rate options from vanilla options to complex custom trade structured IR products
Structured Products is a highly specialized module designed for pricing and valuation of highly sophisticated and complex derivative products with flexibility to customize and structure new derivative products across various asset classes.
The credit module enables online pricing and valuation of various credit derivatives from CDS, CDO, CDO^2 to various latest credit products. It provides access to sophisticated models built to price and manage credit products.
The Commodity module provides real-time, accurate market prices, risk management and analytics for options on any traded commodity including energy products, metals, and agriculture commodities. It also provides real-time Volatility Surface for each commodity, sensitivity analysis tool, term Structure page which goes up to 10 years.
Our cross-asset analytics module offers extensive coverage on various derivative products with cross-asset underlyings. The module provides access to latest stat of the art cross-asset models built to price the structures.
The equity module enables online pricing of options on thousands of traded underlying stocks and indices. It also allows powerful risk management of equity options. It enables portfolio management capabilities including life-cycle management utilities such as expirations, knock out/in and fixings.