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FinOptions API
Overview Features Requirements
FinOptions API Sample
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Comprehensive Derivative Library
Easily calculate price, hedge parameters, and implied values on a broad range of derivatives including options, futures, exotics, bonds and interest rate assets.

The Derivicom FinOptions API analytics library is a comprehensive suite of derivative models with extensive cross asset coverage for developers of financial software. Built to support the demand of today's financial markets, FinOptions API gives you the ultimate in accuracy and flexibility to handle complex products and obtain critical risk information required to drive your business objectives and manage your portfolio of derivatives. FinOptions API's extensive documentation provides detailed information on each function along with intuitive examples, enabling you to quickly create advanced software solutions.

Engineered for flexibility.
Built for you and your development team.

At Derivicom, we understand that the demands placed upon you have never been greater. Your deadlines are real and you don’t have time to waste. The tools you invest in must be easy-to-use, they must be of impeccable quality and must be backed by a team of dedicated professionals who embrace your needs and strive to be a part of your extended team.

The FinOptions API financial library enables you to quickly integrate advanced derivative analytics into your custom software solutions. From the intuitive object model to the clear and concise examples, the FinOptions API gives you the power to meet and exceed user expectations, today.

Using market data from your quote vendor, FinOptions API allows you to value portfolio positions in real-time, including sensitivities such as delta, gamma, theta, vega, rho, psi and lambda or calculate implied volatility values based on the prices of exchange traded options.

Black-Shcholes Theoretical Price Distribution
Black-Shcholes Delta Distribution
Black-Shcholes Theta Distribution
FinOptions API performance chart
Engineered for performance.
Extensive analytics library of functions.

With over 60 optimized financial functions, the Derivicom FinOptions API analytics library helps you deliver advanced, easy-to-create business solutions fast. Value options contracts on various assets including stocks, futures, indices, commodities, foreign exchange, fixed income securities, and Employee Stock Options (ESOs). Additionally, various exotic type contracts may be valued such as Average Price and Rate (Asian options), Barrier, Binary, Chooser, Compound, Currency-Translated, Lookback, Portfolio, Rainbow and Spread options. Complex interest rate and bond option priceing and analytics along with historical volatility evaluation are included in this comprehensive suite.

The FinOptions API financial library is powered by an ultra-efficient processing engine so that regardless of dataset size, you can analyze derivatives at lightning speeds. From complex applications using real-time feeds to back office portfolio analysis or FASB compliance tools, our analytics library will deliver the performance your business requires from day one.

Learn more about the functions included.