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| User-Defined Custom Data Views for Real-time Analysis |
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Imagine users benefit from an extraordinarily rich environment for real-time analysis. In only minutes, users interactively define how they wish to view critical real-time data and calculation results—such as portfolio data and position drilldowns, risk calculation output, greeks, P&L, and much more. With an impressive array of more than 800 pre-defined data and calculation display objects, called Portfolio Columns, users can mix and match at will to create individualized risk, P&L, and position views.
Portfolio Columns span the gamut of today’s leading-edge analytic, market, and risk requirements and security data conventions. All instrument types familiar to today’s traders are supported, including a wide variety of equity-linked structures, convertible bonds, asset swaps, fixed income, and interest-rate products.
Comprehensive Security Coverage
Beyond leading-edge support for everyday securities, Derivatives.com enables creation of specialized securities by bundling a group of options and trading them as a unit. Trading of straddles, butterflies, and other strategic combinations of options is fully enabled.
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Customized Views & Proprietary Risk Calculations
In addition to a library of hundreds of pre-defined, industry-standard analytic calculations and data objects, Imagine’s proprietary, yet easy-to-use macro language enables users to construct their own Custom Columns—building variations on existing Portfolio Column data objects and calculations, or assembling entirely new creations.
For example, a Custom Column incorporating Imagine’s proprietary Shift Function lets users monitor the effects of interactively shifting up to seven variables at once—such as underlyings, volatilities, yield curves, credit spreads, dividends, etc.
The net result: your analytic creativity is unleashed... not limited.
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| Additional Features & Capabilities |
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Running system in “As-Of” mode enables viewing of historical portfolios
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Pricing calculators instantly determine fair value for any security
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Users define and control their pricing environment and valuation model calculations
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Identify, calculate and hedge yield curve-related interest rate risks in real-time
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See yield curves and implied volatility surfaces change in real-time providing instant re-valuations
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Direct orders to multiple liquidity pools and receive fills electronically
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