A large US investment bank has chosen EQF software for front-office trading and risk- management of their recently started exotic derivatives and structured products business.
Top in Totem: a bank using our VolManager tells us that they are consistently top 3 in their Totem submissions for european indexes, confirming the quality of our volsurface model
Barrier options: a major NY institution confirms that the prices they compute using the full EQF suite are in line with the market to less than 5bps
Structured Products: one of our customers successfully uses EQF to study exotic structured products and "keep the banks honest"
Vanillas: a London based customer reports to be "bang in line" on eurostoxx options prices
Variance swaps: ditto