Amarco Pricer
Derivatives pricer framework (indices,
equities)
Using the Amarco architecture concepts and leveraging
our trading room activity (design & implement indices and equities
derivatives pricers), we designed and developed a
working high end multithreaded trader pricing framework, optimized for
derivatives pricing instruments (indices and / or equities). It can use
as user interface any Microsoft facility: WPF, Silverlight, Windows
forms or Excel.
Silverlight version |
WPF version |
Forms version |
Excel version |
Amarco pricer architecture
This simulates real time data feed through Web
services (WCF), replicates the pricing environment feed from back office
through another WebService, manages limited computing resources for
quants library
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Multithreaded price calculation for various financial
instruments, simulating limited pricing resources and real time
display of results as they become available
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Feed pricing data from a WCF web server simulating the back
office, on demand or refresh automatically
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Real time feed for market bid/ask prices, using an asynchronous
WCF Web service to get market prices (simulation). Asynchronous
results display.
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Calculate implied volatility for the market data using current
setup of the instruments
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Multithreaded result display using background workers in the user
interface (Excel, Windows forms, Windows WPF)
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WCF extension to trace input / output XML exchanges
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Display user information in system tray to avoid trader manual
action
Various user interface use the same processing core:
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Windows forms
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Excel 2007 VSTO
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Silverlight
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WPF
Various animated demos are available, please use the
left navigation pane.
Microsoft technology
used: Multithreaded Excel 2007, Multithreaded Windows forms, Dotnet C#
3.5, Visual Studio 2008-2010, WCF service extensions, WCF services
(client, server), VSTO 3.0, Silverlight, WPF.
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