Amarco Pricer - How to start
and use in your trading room
- You use now pricers in Excel (Vba, forms, Dotnet). You
are required to change the technology, the pricers
architecture to answer new challenges
- You must integrate new quants libraries
- You need fine tune between pricing requirements, data
feeds and user interfaces
- You may have various requirements for user display
- You are required to set up different pricers that share
a common pattern
- Also... you are required to document your tools, for
auditing purposes, or for know-how transfer...
You realize that the answer to these requirements are labor
intensive, ...take time... require a framework to experiment and
fine tune...Your specialists are not enthusiasts for
Amarco pricer let you setup the most appropriate
environement that gives the best performance for your libraries and data
feeds. For example, you can fine tune the number of pricing threads to
take into accound different computing requirements for financial
instruments. Also you can change the web services acces mode for best
performance according to the type of instruments processed.
|Amarco pricer is accompanied by a set of
architecture and process documentation that make it a first.
This insures quick comprehension and customization. We developed
special tools that bring a new dynamic dimension to process
analysis for trading room environment and tools. You may see
here an example of a process of Amarco pricer, as displayed
in motion with one of our tools.
All user interfaces for Amarco pricer
(Silverlight, Excel, Windows forms, WPF) use the
same multithreaded management core (95% common
We integrate in Amarco framework your various libraries and take
into account your presentation requirements.
From the start we target a portable solution, able to use various
user presentations (WinForms, Excel, Wpf, Silverlight). Amarco pricer
takes into account the difficult task to manage asynchronous sources and
to set up in your trading room a performant,
reliable and user friendly solution for your