Finoptech-PricerOne is an universal Monte-Carlo pricer for complex equity derivatives evaluation. It allows to describe any product through an intuitive description language without any additional case-by-case development cost. Thanks to the Finoptech Parallel Runtime Environment™, Finoptech-p1 answers to your needs of accuray and speed for computation-demanding pricings. Finoptech-p1 is based on Finoptech's core technology including its FinCal Component, Accelerated Monte-Carlo Component™ and Payoff Definition Toolbox™.

Easy

• Pricing in few clicks
• Large library of predefined products
• Local database, intuitive navigation
• Interfaced with Microsoft Excel
• Access to a high-availability remote parallel computation resource through secure connections.

Comprehensive

• Precise and smooth local volatility surface reconstruction and visualization
• Greeks, error estimates
• Real-time monitoring of the simulation

Fast

• New high-speed accelerated Monte-Carlo algorithms for path-dependent options
• Adaptive grid PDE solver and variance reduction techniques
• Distributed computation on a parallel server architecture

Benefits

• User-friendly
• Back-up to minimize mispricing risks
• No more bottle-necks software development costs
• Prices out-of-the-box any type of standard products including Asian, Asian ladder, Average strike, Barrier, Best of, Binary, Capped, Chooser, Cliquet, Corridor, Digital double knock-out barrier, Double barrier, Double knock-out barrier, Everest, Himalaya, Hindsight, Ladder, Lookback, Multi asset barrier, Multi asset barrier knock-out, Napoleon, Power, Rainbow, Range accrual, Range accrual knock-out, Range binary, Strike Reset, Supershare, Up & Out, Vanilla, Worst of, and much more...

Editions

p1 Standard Edition

This extended version allows you to price any equity derivatives product using Finoptech remote parallel computation server without any additional maintenance nor deployment costs.

• Recommendation: All users.

p1 Customized Edition

For users who do not have the time nor the need to deal with the product definition, this version comes with an extended payoff library including a set of translated termsheets selected by the user.

• Recommendation: Recurrent valuation needs.

p1 Dedicated Hosting

If computation needs require intensive over-night calculation, we can host a large set of computation units dedicated to one user. This Edition lets the user free from maintenance and deployment tasks while offering an independent and proprietary computation resource.

• Recommendation: Hedging operations for large books.

p1 Integrated Edition

Your IS policy bans external information systems ? Or you already have invested in a distributed computation system ? This edition answers to your constraints by offering a complete solution of Finoptech-p1 licences relying on your own parallel environment, or on an internal Finoptech Parallel Runtime Environment™.

• Recommendation: Large financial institutions.

  Download the brochure (pdf, 743 KB)