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: another bank told us that by using our Volmanager they consistently became top 3 in their Totem submissions for european indexes, from being routinely excluded, confirming the quality of our volsurface model.
Barrier options: a major NY institution confirmed 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