Discover our range of Services

Today, financial enterprises require flexible software that can be easily integrated in their existing IT landscape, without compromising on functional depth. 

Our software is mainly used for OTC derivatives, both valuations and risk assessment calculations. Optimum Prime can help you with these calculations by extending our platform with specific quantitative models.

Optimum Prime Framework

Optimum Prime has developed a flexible and high quality platform that can be altered according to business needs and market compliance. We combine our own quantitative models with open source applications, providing our customers with secure, tailor made quantitative software that is used for risk management and OTC derivatives valuation calculations. 

How our clients use Optimum Prime software

Our software is mainly used for OTC derivatives, both valuations and risk assessment calculations. Optimum Prime can help you with these calculations by extending our platform with specific quantitative models.

 

Some examples of recent projects we worked on and how our customers applied Optimum Prime software are shown in the whitepapers below.

Accelerating Monte Carlo simulations with GPU's

Simulations are becoming more sophisticated and valuations must keep up with the enormous growth and innovation in the financial markets. GPU's play a vital role in accelerating valuations and keep up with future demand.

Interest rate risk

Due to low interest rates and low liquididy at the end of the swap curve, Dutch pension funds and insurers are required to use UFR / EIOPA curves to value liabilities.

Cash settled Swaptions

The use of different models to value cash settled swaptions leads to valuation disputes between market participants and promps trading of zero-wide collars at considerable premiums.

ESTR Implementation

The launch of ESTR under the benchmark reforms has prompted market participants to update their quantitative software to compy with new regulations.

Full support from our quantitative developers

After implementing our applications, our development teams provide support with a rapid response and turnaround time. If our clients want to adjust the software due to business or market needs, our development teams are on stand-by to give clients the support they need in building the new quantitative models.

Need more details? Contact us

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