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ATM forward manager

The ATM forward manager is a new app for calibrating underlying forward price parameters and calculating them automatically from market prices.

Providing convenient manipulation of discrete and proportional dividends, convenience yield and forward price offsets, the app also features proprietary algorithms to imply parameters from the market, using either put-call parity, implied volatilities or futures/calendar spread market prices. Featuring an intuitive interface, powerful implication functionality and supporting a range of contract types, the ATM forward manager will accelerate initial configuration and maintenance of theoretical pricing across many underlying contracts.

Highlights

Building blocks

App_ATM_Forward_Manager

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