SuperDerivatives, a US provider of trading and risk management systems, has released a new version of its SD-CM commodity option pricing platform.
The company says that, in addition to adding OTC energy products to its real-time system, the new release contains features to price commodity structures, as well as functionality for risk management.
There is also a new strategy function to allow users to devise various structures to create more effective hedges. New functionality also enables users to fully revalue retroactively all of their commodity option positions, perform extremely sophisticated what if analysis and carry out forward pricing to estimate the value of their portfolios at future dates.
The feedback we have received from our clients in the energy, metal and agricultural markets has been absolutely staggering. said David Gershon, president of SuperDerivatives.
It seems they have had to wait too long for the type of tools we specialize in providing. Not only do they want to be able to price all energy and metals types of options accurately, but they want to be able to perform various types of testing. The appetite for transparency in the commodity option community is huge and SuperDerivatives is fully committed to providing it.