Plutus OPE
Shouldn’t your software stack reflect the latest hardware? We’ve re-imagined high performance computing and applied it to derivatives. You should take a look…
Introducing: Plutus OPE
Supercharge your exotic options analysis with Plutus OPE. Over a billion Monte Carlo simulations per second. All with the confidence of a full Heston path model, using Longstaff Schwartz and Black-Scholes.
Advantages of Plutus OPE
• Fast, high accuracy exotic options pricing at up to one billion pricings per second
• OPE uses proven financial methodologies - Longstaff Schwartz, Heston path dependent pricings, and Black-Scholes
Features
• Build a portfolio using Plutus OPE or upload a pre-built portfolio using a Jupyter notebook
• Results include all first and second order derivative Greeks