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Uploaded DBK, AAPL pics of volsurface fits today. Aggregated fitting pics in their own folder.
"Trading realised variance using listed vanillas" recently published - see more and download here
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EQF Software Summary Table

Apologies: table below is very out of date - e.g. several functionalities are missing 

The table below summarises the capabilities of our software suite.

A fully compatible database interface is available separately, which allows to write plugins to connect to any DB. There is an open source plugin for MySQL available in the free download section (register to access).

Similarly, we have recently developed SP Investor, a set of separate tools to analyse Structured Products from the investor point of view. 




Advanced tools for calibration of volatility surface, yieldcurves and forwards

Advanced volatility surface models (proprietary parameterisation)


Flexible dividend modelling, with consistent greeks

Yield curves, borrow costs, and additional utilities functions

Detailed help on each function

Dedicated pricers for vanillas and quantos,
consistent with advanced dividend modelling

Pricer for generic, user-specified exotic options and Structured Products


Dedicated fast pricer for barrier options (including doubles and digitals,)


Dedicated fast pricers for variance/volatility swaps and options on variance


Dedicated fast pricers for multi-underlying worst/best-of and basket options 


Vanilla spreadsheets, from tutorials to calibration to stressing
and scenarios for derivatives portfolios

Spreadsheets on light exotics, variance derivatives, on advanced and generic exotics


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