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Amarco Pricer - Silverlight mode

Derivatives framework pricer - indices and equities

In Silverlight mode, Amarco pricer uses an internal multithreaded engine that leverages asynchronous access to various data sources from outside:

  • A Web service that simulates access to pricing data (Dividends, repos, rates...)

  • A Web service that simulates access to market data

  • A number crunching numerical farm implementing the algorithms

In this mode you can use the same pricer on various trading stations, with no hassle for deployment.  Amarco Pricer insures user authentication in Silverlight mode. The authentication can be done through a login feature or as Windows login.

Data is displayed as it becomes available.

Amarco pricer for derivatives - Silverlight interface

This is the Silverlight user interface for Amarco pricer. Features explanation:

  • The internal price color depends on its relative value compared to the bid/ ask spread

  • Bid / ask prices are fed automatically from an external web server and are pushed to the interface

  • A detailed view, with greeks can be displayed for each line

  • A "total" line displays the calculated the internal, bid, ask prices for the current strategy

You may see live screen captures of Amarco pricer working: initial pricing, detail processing and automatic market data and pricing data update, security access with login authentication.