Structured Products
āĻŦāĻŋāĻā§āĻāĻžāĻĒāĻ¨āĻ¯ā§āĻā§āĻ¤
ā§Ģā§Ļ+
āĻĄāĻžāĻāĻ¨āĻ˛âāĻĄ
āĻ¸āĻāĻ˛ā§
info
āĻāĻ āĻāĻĒā§âāĻā§ā§° āĻŦāĻŋāĻˇā§ā§
Structured Products are pre-packaged investment strategies based on a single security, a basket of securities, options, indices, commodities, debt issuance or foreign currencies.
The Structured Products app allows to understand the risk profile of Structured Products with models usually only available to professional investors.
Functionalities
- Leveraging open-source derivatives pricing libraries
- Privacy: all calculations are made on your phone
- Generate redemption amount at maturity
- Life Cycle and Probabilities of Future Early Redemption
- Historical daily Valuation
- Historical Backtesting
Asset Types
- Equity, Exchange Traded Funds
- Foreign Exchange Spots
- Crypto
Asia region Structured Products available:
- Equity Linked Note
- Fixed Coupon Note
- Twin-Win Autocallable Note
Europe region Structured Products available:
- Reverse Convertible
- Phoenix Autocallable
The Structured Products app allows to understand the risk profile of Structured Products with models usually only available to professional investors.
Functionalities
- Leveraging open-source derivatives pricing libraries
- Privacy: all calculations are made on your phone
- Generate redemption amount at maturity
- Life Cycle and Probabilities of Future Early Redemption
- Historical daily Valuation
- Historical Backtesting
Asset Types
- Equity, Exchange Traded Funds
- Foreign Exchange Spots
- Crypto
Asia region Structured Products available:
- Equity Linked Note
- Fixed Coupon Note
- Twin-Win Autocallable Note
Europe region Structured Products available:
- Reverse Convertible
- Phoenix Autocallable
āĻāĻĒāĻĄā§âāĻ āĻā§°āĻž āĻ¤āĻžā§°āĻŋāĻ
āĻŦāĻŋāĻāĻžāĻļāĻā§°ā§āĻ¤āĻžāĻ¸āĻāĻ˛ā§ āĻāĻĒā§āĻ¨āĻžā§° āĻĄā§āĻāĻž āĻā§āĻ¨ā§āĻā§ āĻ¸āĻāĻā§ā§°āĻš āĻā§°ā§ āĻļā§āĻŦā§ā§āĻžā§° āĻā§°ā§ āĻ¸ā§ā§āĻž āĻŦā§āĻāĻŋ āĻĒā§ā§ąāĻžā§° āĻā§°āĻŋā§āĻ¤ā§ āĻ¸ā§ā§°āĻā§āĻˇāĻž āĻā§°āĻŽā§āĻ āĻšā§āĨ¤ āĻĄā§āĻāĻžā§° āĻā§āĻĒāĻ¨ā§ā§āĻ¤āĻž āĻā§°ā§ āĻ¸ā§ā§°āĻā§āĻˇāĻž āĻĒā§ā§°āĻŖāĻžāĻ˛ā§ āĻāĻĒā§āĻ¨āĻžā§° āĻŦā§āĻ¯ā§ąāĻšāĻžā§°, āĻ
āĻā§āĻāĻ˛ āĻā§°ā§ āĻŦāĻ¯āĻŧāĻ¸ā§° āĻāĻĒā§°āĻ¤ āĻāĻŋāĻ¤ā§āĻ¤āĻŋ āĻā§°āĻŋ āĻāĻŋāĻ¨ā§āĻ¨ āĻšâāĻŦ āĻĒāĻžā§°ā§āĨ¤ āĻŦāĻŋāĻāĻžāĻļāĻā§°ā§āĻ¤āĻžāĻā§°āĻžāĻā§ā§ā§ āĻāĻ āĻ¤āĻĨā§āĻ¯āĻāĻŋāĻ¨āĻŋ āĻĒā§ā§°āĻĻāĻžāĻ¨ āĻā§°āĻŋāĻā§ āĻā§°ā§ āĻ¸āĻŽā§ā§° āĻ˛āĻā§ āĻ˛āĻā§ āĻā§āĻž āĻāĻĒāĻĄā§âāĻ āĻā§°āĻŋāĻŦ āĻĒāĻžā§°ā§āĨ¤
āĻāĻ āĻāĻĒā§âāĻā§ā§ąā§ āĻāĻ āĻ§ā§°āĻŖā§° āĻĄā§āĻāĻžā§° āĻĒā§ā§°āĻāĻžā§° āĻ¤ā§āĻ¤ā§ā§ āĻĒāĻā§āĻˇā§° āĻ¸ā§āĻ¤ā§ āĻļā§āĻŦā§āĻ¯āĻŧāĻžā§° āĻā§°āĻŋāĻŦ āĻĒāĻžā§°ā§
āĻ
ā§ąāĻ¸ā§āĻĨāĻžāĻ¨, āĻāĻĒā§° āĻāĻžā§°ā§āĻ¯āĻāĻ˛āĻžāĻĒ āĻā§°ā§ āĻ
āĻ¨ā§āĻ¯ 2 āĻāĻž
āĻā§āĻ¨ā§ āĻĄā§āĻāĻž āĻ¸āĻāĻā§ā§°āĻš āĻā§°āĻž āĻšā§ā§ąāĻž āĻ¨āĻžāĻ
āĻŦāĻŋāĻāĻžāĻļāĻā§°ā§āĻ¤āĻžāĻ āĻĄā§āĻāĻž āĻ¸āĻāĻā§ā§°āĻš āĻā§°āĻžā§° āĻŦāĻŋāĻˇā§ā§ āĻā§āĻ¨ā§āĻā§ āĻā§āĻˇāĻŖāĻž āĻā§°ā§ āĻ¸ā§āĻ āĻŦāĻŋāĻˇā§ā§ āĻ
āĻ§āĻŋāĻ āĻāĻžāĻ¨āĻ
āĻĄā§āĻāĻž āĻā§ā§°ā§āĻ¨āĻāĻŋāĻāĻ¤ āĻāĻ¨āĻā§ā§°āĻŋāĻĒā§āĻ āĻā§°āĻž āĻšā§
āĻĄā§āĻāĻž āĻŽāĻāĻŋāĻŦ āĻ¨ā§ā§ąāĻžā§°āĻŋ
āĻ¨āĻ¤ā§āĻ¨ āĻāĻŋ āĻāĻā§
Update QuantLib
āĻāĻĒā§° āĻ¸āĻŽā§°ā§āĻĨāĻ¨
āĻŦāĻŋāĻāĻžāĻļāĻā§°ā§āĻ¤āĻžā§° āĻŦāĻŋāĻˇā§ā§
MUSSET Julien
quant.thingy@gmail.com
Hong Kong
