Microsecond pricing, flexible market fitting, and composable stochastic process models for professional trading desks and quantitative researchers.
Our pricer resolves mispricing scenarios often overlooked by trading desks — all while remaining lightning fast:
• Fully aware of event-distorted volatility term structure
• Precise treatment of settlement rules and trading calendar (T+1, weekends, holidays, half trading days)
• Realistic mixed-dividend modeling (fixed + proportional)
• Choices of spot or forward volatility
• Microsecond pricing and implied-volatility computation
Learn more →Our market fitter extracts option market-implied quantities — interest rates, borrow rates, and volatility — from option prices:
• Joint calibration of interest rates and borrow rates for full market consistency
• Flexible expiration-by-expiration volatility smiles with vertical or butterfly arbitrage checks
Learn more →Build sophisticated stochastic processes as easily as snapping Lego pieces together — then uncover mispricings or power advanced risk and forecasting models:
• Mix and match jump processes and stochastic volatility processes to build custom dynamics
• Add any number of event-driven dynamics
• Detect market-model inconsistencies instantly
• Produce underlying-consistent volatility surfaces across any expirations and strikes, listed or non-listed, with events stripped or left as-is
• A unified foundation for pricing, hedging, risk, and volatility forecasting
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