Exotic payoff development
Platform coverage and extensibility are key elements for exotic traders. However, the integration of custom developments
in a safe, validated and performant way can be challenging.
The Murex Flex API allows an extended integration of clients' proprietary models and exotic payoffs into the Murex platform.
Our Flex developers have years of experience in the development, validation and integration of exotic pricing models. Whether you are using a Mx2.11 or Mx3.1 platform on equity derivatives, FX options, Interest rates derivatives, credit or commodities, we have the skills and knowledge to address your needs.
Python is an interpreted, interactive, object-oriented programming language. It was expressely designed
as an extension language for applications.
Its advantages for payoff scripting are evident: it combines powerful functionalities
with a very clear syntax,
it is extensively tested
, and last but not least it is very fast
Pricing screen design (Flex)
Python payoff scripting
Integration with Murex rich models catalog (including CEV, local and stochastic volatility diffusions)
Pricing and risk validation
The Python scripting language integration into Murex opens a virtually unlimited field for developing new exotic
payoffs in a fast, controled, Front-to-Back environment.
Our Python payoff scripting service combined with our
knowledge of exotic derivatives offers you the possibility to reduce drastically the time to market of a new
payoff. It covers: