OptionScape version 5.x
FEATURES


Yes

No


Compatible

Coming Soon
Core Application
Academic
Version
API
Interactive Brokers
Data Access Module
Thomson Reuters Eikon
Data Access Module
CME
Data Access Module
OTC
Data Access Module
Windows 7/8/10 compatible
Installs on local PC for speed and privacy
Requires OptionScape Core Application installed  
Requires a Data Access Module installed
Can accommodate multiple Data Access Modules
Automatic updates
Downloads market data from Internet
Connects to live market data feed    
Uses end of day market data    
Manual data entry for OTC's
Free demo data set included        
Brokerage calculations
Clearing Level Margining Forecast
Broker Specific Margining Forecast
SPAN/TIMS margining algorithms
PRISMA margining algorithm
     
Delta Neutralization functionality
Forward looking portfolio stress testing functionality
Back testing functionality      
2D  Stress testing scenario input diagrams
Market scenario input diagram - with

Early Exercise warning
Implied Volatility scenario input diagram
Interest Rate scenario input diagram
Margin Factor scenario input diagram
3D  Stress testing Forecast diagrams
Payout (PnL) Forecast diagram
Margin Forecast diagram
Liquidation Value Forecast diagram
Trading Fund Cash Level Forecast diagram
Exposure Forecast diagram
GREEKS Forecast diagrams (in 3D)
Delta Forecast diagram
Gamma Forecast diagram
Theta Forecast diagram
Vega (Kappa) Forecast diagram
Rho Forecast diagram
2nd Order GREEKS Forecast diagrams (in 3D)
Lambda Forecast diagram
Vanna Forecast diagram
Vomma Forecast diagram
Charm Forecast diagram
Veta Forecast diagram
Vera Forecast diagram
Color Forecast diagram
Speed Forecast diagram
Ultima Forecast diagram
Zomma Forecast diagram
In program user license management facilities
Corporate Licensing Available