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FJ (Financial Jargon) translator capable to translate a free format description of a financial instrument to Internet pricing system schemes such like generic XML, FpML or FIXatdl.

Example 1. Semantic in plain English:

Vanilla At-the-Money option on EUR/USD expiring in one month and Notional 1,000,000 EUR.

Possible (equivalent) inputs:

vanilla atm eur/usd 1m call 10m

v atm eur 1 m 10 m

eur atm 1 month c 10,000,000

How much is van eur atm 1 month call 10,000,000 ?

Debug output in HOLTRAN Native:

Order VAN ATM (CurrPair "EUR" "USD") CALL (Expiry 1 MONTH) (Notional 10000000 "L");

Example 2. Semantic in plain English:

Reverse Knock Out Put, EUR/JPY , expiry two years , strike 100.0 Yen per EUR, bar-rier 130.00 Yen per EUR, Notional 6,000,000 EUR

Possible (equivalent) inputs:

Put EUR Call JPY reverse ko two years sp 100.0 ko 130.00 6mm

Please price for me EUR/JPY rko 2 years strike 100.0 ko 130. 6mm

rko 100 eur/jpy barrier 130 2y 6mio

Debug output in HOLTRAN Native:

Order RKO (Strike 100 SPOT) (CurrPair "EUR" " JPY ") PUT (Expiry 2 YEAR) (Notional 6000000 "L") (Barrier 130);

BQL (Blotter Query Language) translator capable to translate a free format query to a data base of trade records into XML format (eventually to be converted to SQL).

Example 1. Semantic in plain English:

Select from the database all strangles with base currency AUD, time to maturity less then 4 years and notional in AUD not less then 10 millions and less then 20 millions.

Possible input:

Strangle AUD expiry < 4y, 20m> Notional >= 10m

Confirmation string (as of May 16 2011):

20000000 > notional base >= 10000000, expiry date < May 16 2015, option class = Strangle, base currency = AUD

Example 2. Semantic in plain English:

Select from the database all Vanillas and Forward expiring after September, 30, 2010 and with trade date not earlier then September, 15, 2010 where payout currencies are $ or Yen, base currencies are $, Yen or ILS and term currency is Rub.

Possible input:

expiry after September 30 2010, option is van or forward, with trade date from 15/9/10, pay ccy as $ or yen, with base currency as Yen, $ or ILS and term ccy = Rub

Confirmation string:

base currency = JPY, USD, ILS, expiry date > Sep 30 2010, option class = Vanilla, Forward, payout currency = USD, JPY, term currency = RUB, trade date >= Sep 15 2010

Natural Language question answering machine command line demo engine.