Introducing Rapid Deployment of Custom Volatility Models
Recognizing current market solutions lack support for multiple volatility models, such as polynomials, SABR, and n-point splines, while leveraging ad-hoc user-defined controls, fitting, and post fit-manipulation, Actant has introduced a revolutionary new volatility surface management tool which facilitates implementation of new custom models and controls in mere minutes.
The volatility surface manager is part of a next generation set of tools from Actant that will not only solve the problem of time to market but also provide full “in-house” customization without the cost of a development team.“Empowering users to quickly develop and deploy custom models, whether they are valuation, volatility, or order/quote management related, has long been a pursuit at Actant. Actant has now extended that rich feature set and flexibility into its user interface, creating a truly revolutionary surface management system. ” says Actant CEO, Dan Sacks
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