Delta Suite

Structured Products

Delta Hedge provides both issuers and price-takers with a completely integrated front-to-back-office solution to manage their structured products.

Pricing a broad range of structured products (including their callable/putable versions):

Real-time Risk Management of structured products: 2D/3D push-button simulations, stress tests and what-if scenarios using cutting-edge visual analysis methods
Automatic real-time best hedge proposals triggered by visual analyses
Easy definition of new products within the system in just a few steps
Transparent and detailed financial engineering and reverse financial engineering possibilities
Integrated real-time multidimensional position-keeping
Fast and precise calibration of volatility & correlation surfaces using cutting-edge methods

Advanced numerical methods: Use the Delta Numerical Engine along with NumeriX (or other libraries) and your own analytics
Innovative Hedging costs-oriented pricing method (for both issuers and price-takers searching for an efficient pre-trade fairness check), based on market prices and transaction costs
Real-time Graphical Dynamic Hedging (GDH) of structured products, using approximative market portfolios, as well as Graphical Simulation & Interaction using IDCG
Supreme speed & performance thanks to real-time service-oriented architecture (RTSOA) and end-to-end Grid-Computing (Threaded MC, Grid MC)
Easy definition of all kinds of structured products in the system thanks to Delta Hedge’s fully visual building-block approach
Structured products templates library
Full and easy consideration of fees, other transaction costs, and business rules

Learn more about our innovations in the Structured Products Whitepaper.