Comprehensive derivatives analytics and risk management system. Features include options pricing models, volatility surface analysis, risk metrics (Greeks), scenario analysis, and proprietary trading tools integrated with Bloomberg's market data.
Specialized tools for calculating theoretical values of options, managing greeks (delta, gamma, theta, etc.), and optimizing options trading strategies.
More Options Pricing and Risk Systems
More Market Making/Proprietary Trading ...
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Black-Scholes Model Supports standard Black-Scholes pricing for vanilla options. |
DLIB/MARS documentation and product page confirm support for Black-Scholes valuation for vanilla options. | |
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Binomial/Trinomial Trees Calculates prices using lattice-based models for flexible payoff structures. |
Product literature references binomial and trinomial tree methods for flexible option structures. | |
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Monte Carlo Simulation Simulates complex options and exotic derivatives pricing. |
Monte Carlo simulation is mentioned for complex and exotic derivatives pricing in MARS/DERIVATIVES LIBRARY overview. | |
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Volatility Surface Support Handles custom implied volatility surfaces for non-standard option classes. |
DLIB supports custom and market volatility surfaces for non-standard option classes. | |
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Dividend Modeling Accurately incorporates discrete & continuous dividends into valuations. |
Product supports discrete and continuous dividend modeling for options valuation. | |
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Custom Model Integration Allows integration of proprietary or academic pricing models. |
DLIB allows integration of client-defined proprietary/academic models; see API documentation. | |
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Multi-Asset Option Pricing Supports basket, spread, and multi-underlying options. |
Product overview states support for baskets, spreads, and multi-underlying options. | |
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Calibration Tools Automated model calibration to market prices or volatility surfaces. |
Automated calibration to market prices/volatility described in technical documentation. | |
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Grid Speed Average time to calculate prices for 1,000 options. |
No information available | |
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Asset Universe Coverage Number of underlying assets covered by default. |
No information available | |
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Theoretical Value Logging Records all pricing model outputs for compliance and audit. |
Audit/compliance logging of model outputs referenced in compliance materials. | |
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Real-Time Price Calculation Delivers live option valuations as market data updates. |
Real-time option valuation as market data updates are core features, per marketing and integration docs. | |
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Automated Revaluation Triggers re-pricing on relevant market or product events. |
Automated price recalculation occurs on events or market changes in system architecture. | |
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OTC Product Support Handles pricing for bespoke/OTC derivatives. |
Supports bespoke/OTC derivatives via model/configuration flexibility. |
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Delta, Gamma, Theta, Vega, Rho Calculation Real-time computation of all primary Greek sensitivities for each position and portfolio. |
DLIB/MARS calculates all primary Greeks in real time at position and portfolio levels. | |
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Cross-Greek Scenarios Analyze sensitivities to simultaneous changes (e.g., delta-gamma hedges). |
Scenario and cross-scenario analytics are part of DLIB/MARS analytics suite. | |
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Greeks Aggregation Aggregates Greeks at instrument, portfolio, and firm levels. |
Greeks aggregation and drill-down at portfolio level shown in system interface documentation. | |
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Custom Greek Calculation Supports user-defined risk metrics or secondary Greeks. |
MARS supports custom/user-defined risk metrics, including secondary Greeks. | |
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Limit Monitoring Real-time risk limit breach detection and alerting. |
Live risk limit breach detection and alerting confirmed in risk controls interface. | |
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Stress Testing Scenario or historical-based stress test tools for options portfolios. |
Scenario and historical stress testing tools available for portfolios (marketing and user docs). | |
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VaR Calculation Value-at-Risk metrics specific to options portfolios. |
Options VaR calculation specifically described as part of risk analytics. | |
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Margin Calculation Estimates initial and variation margin requirements across CCPs. |
Initial and variation margin requirements calculated for various CCPs. | |
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Risk Calculation Frequency Number of risk analytics runs per minute for medium portfolio size. |
No information available | |
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What-If Analysis Simulate P&L and risk changes under user-defined market moves. |
What-if risk and P&L analysis based on user-defined scenarios available in system. | |
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Consolidated Risk Dashboard Central interface for real-time risk monitoring and control. |
MARS provides central, real-time risk dashboards as part of its interface. | |
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Historical Risk Reporting Provides time series reports for all risk exposures. |
Historical risk/time series reporting available for all exposures. | |
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PnL Explain (Attribution) Decomposes profit/loss by risk factors and Greeks. |
PnL Attribution by factors/Greeks is part of DLIB's analytics suite. |
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Options Chain Ingestion Streaming and snapshot updates for entire option series (chains). |
Supports streaming and snapshot options chain ingestion; Bloomberg feeds integrated. | |
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Underlying Asset Feed Support Integrates cash, futures, and index feeds for underlying pricing. |
Integrates all major cash, futures, and index feeds for pricing. | |
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Volatility Surface Import Loads implied volatility surfaces from exchanges or vendors. |
Imports volatility surfaces from exchanges and external sources. | |
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Dividend Data Sync Automated updates of dividend forecasts and announcements. |
Automated dividend data sync available as part of Bloomberg data integration. | |
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Tick Data Storage Stores granular market tick data for backtesting and research. |
Stores granular tick data for research and backtesting (via Bloomberg data services). | |
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Third-Party Data Vendor Integration API connectivity to Bloomberg, Reuters, ICE, etc. |
APIs/integration available for Bloomberg, Reuters, ICE, et al. | |
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Latency (Live Data Processing) Time from market update to model reflection. |
No information available | |
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EOD Data Support Handles end-of-day updates and corporate actions. |
Supports EOD update processing and corporate actions handling. | |
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Data Quality Controls Automated validation and anomaly detection on incoming data. |
Product documentation mentions automated validation/anomaly controls on market data feeds. | |
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Historical Data Coverage Length of historical options data available for analysis. |
No information available | |
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Configurable Data Normalization Normalizes data across sources and venues for consistency. |
Data normalization and mapping across sources confirmed in market data suite documentation. |
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Algorithmic Order Execution Automated algorithms to place and manage orders based on model signals and edge. |
Algorithmic order execution referenced in solution briefs for trading clients. | |
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Auto-Hedging Engine Automatically calculates and executes required hedges in underlying or derivatives. |
Auto-hedging engine for portfolio/desk risk is highlighted in sell-side solution guides. | |
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Exposure Netting Netting logic for correlated exposures across legs/positions. |
Exposure netting logic across positions and baskets, mentioned in DLIB risk aggregation. | |
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Strategy Backtesting Simulation platform using historical tick and event data. |
Backtesting platform using Bloomberg historical tick/event data available for strategy simulation. | |
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Parameter Optimization Automated or AI-driven calibration of model and strategy parameters for optimal performance. |
Parameter optimization by automated routines and/or AI in calibration workflow. | |
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Order Routing Rules Customizable logic to route orders across exchanges for best execution. |
Customizable order routing across exchanges; evidenced in OMS integration API. | |
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Execution Latency Average time from decision to market order placement. |
No information available | |
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Automated Quote Generation Dynamically updates bid/offer quotes based on models and risk appetite. |
Automated quote management by model and risk parameterization mentioned in DLIB features. | |
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Trade Surveillance Integration Detects and prevents potential market manipulation or limit breaches in automated trading. |
Integration with Bloomberg surveillance and compliance analytics included. | |
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Custom Scripting/Strategy API Full scripting or programmatic interface for proprietary strategies. |
Supports strategy API and custom scripting via DLIB APIs for power users/institutional clients. | |
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Market Making Parameter Limits Hard/soft guardrails for position sizes, quote widths, etc. |
Parameter limits for market making workflows (position size, quote width, etc.) supported. | |
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Real-Time Alerts & Triggers Immediate notifications for strategy, market, or risk events. |
Real-time alerts and triggers for events and breaches configured from within trading platform. |
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Order Throughput Maximum new or modified orders processed per second. |
No information available | |
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Position Capacity Number of live instrument positions and trades system can handle. |
No information available | |
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Concurrent User Support Number of simultaneous professional users supported. |
No information available | |
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Latency Consistency Consistency of time-to-action under peak load. |
No information available | |
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Distributed Architecture Designed for scaling across servers or cloud regions. |
System described as distributed/scalable, with on-prem/cloud deployment options. | |
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Hot Failover Capabilities Automatic switching to backup nodes/data centers without manual intervention. |
No information available | |
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Load Balancing Distributes workload for optimal resource usage and resilience. |
System includes load balancing features for resilience and performance. | |
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Historical Data Query Speed Average load time for large historical datasets (1MM rows). |
No information available | |
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Real-Time Event Handling Number of market and risk events processed per second. |
No information available | |
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Vertical/Horizontal Scaling Support System flexibility to add processing power or cluster nodes on demand. |
System supports vertical and horizontal scaling, per Bloomberg's technical resources. |
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FIX Protocol Support Supports order and trade communication using FIX standards. |
FIX protocol support for order/trade communication supported per integration documentation. | |
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Exchange API Integration Direct connectivity to major options exchanges and ECNs. |
Direct API connectivity to major options exchanges/ECNs available. | |
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OMS/EMS Integration Connects with order/execution management systems for streamlined workflows. |
OMS/EMS integrations supported (Bloomberg TOMS, EMSX, third-party systems). | |
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Risk Platform API APIs for connecting to external firm-wide or third-party risk platforms. |
APIs for external/third-party risk system integration available. | |
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Clearing/Reconciliation Feeds Automates post-trade flows to and from clearinghouses and broker-dealers. |
Post-trade clearing and reconciliation automation referenced in product collateral. | |
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Backoffice System Integration Integrates positions, trades, and fees with accounting and reporting stacks. |
Backoffice accounting/reporting stack integration capacity confirmed. | |
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API Rate Limit Number of supported API calls per minute. |
No information available | |
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Custom Plugin Support Supports custom code/plugins for extending integration capabilities. |
Custom plugin/add-in support available for integration extensibility. | |
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Cloud Service Integration Hooks to cloud platforms for scale-out or data storage. |
Product supports integration with AWS, Azure, Bloomberg cloud (scale-out/storage). | |
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Websocket Support Push notifications and streaming data support through web sockets. |
Websocket and streaming data supported across many Bloomberg products. |
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Customizable Dashboards Personalized trader dashboards with drag-and-drop widgets. |
Custom dashboards and drag-and-drop functionality for traders in MARS interface. | |
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Greeks Heatmaps Visualizes sensitivities across expiry/strike dimensions. |
Sensitivity/Greeks heatmaps across expiry/strike available in visualization suite. | |
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Scenario Visualizer Graphical tools for market move impact previews. |
Graphical what-if/scenario analysis tools supported in UI. | |
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Spread Builder UI Intuitive interfaces to construct and monitor option spreads. |
Spread builder UI supported (easiest-confirmed for options desk workflows). | |
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Order Blotter Live monitoring of all orders and executions. |
Live order blotter included for monitoring executions. | |
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Configurable Layouts Full adjustment and saving of screen layouts per user profile. |
Configurable/savable layouts for individual traders are part of UI experience. | |
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Event Notification Center Single location for alerts, errors, and system notifications. |
Central notification/alert/event center present in interface. | |
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Keyboard Shortcuts Accelerates key workflows for power users. |
Keyboard shortcut/accelerator support for power users. | |
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Theming/Dark Mode Supports multiple themes for ergonomic preference. |
Supports multiple themes (light/dark) for UI usability. | |
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Latency Metrics Display Live display of system and market interaction times. |
Live latency/system metrics available as UI widgets. |
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Full Order/Trade Audit Trail Complete, tamper-proof logs of all system actions and order flow. |
Comprehensive audit trails for orders, trades, and actions available for compliance. | |
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Reg NMS/Reg SHO Support Automated compliance checking for US regulatory requirements. |
System includes checks/automation for Reg NMS/SHO compliance. | |
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Market Abuse Detection Automated analytics to highlight potential manipulation or wash trades. |
Bloomberg analytics suite includes automated market abuse detection. | |
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User Activity Logging Tracks detailed user actions for investigation and compliance. |
User activity logging provided for compliance use cases. | |
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Change Audit Logging Monitors and records changes in model parameters, risk settings, and limits. |
All model/risk/parameter changes logged for audit. | |
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Confidential Data Masking Obfuscates sensitive client or proprietary data in logs. |
Data masking/obfuscation options for logs available for sensitive data. | |
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Automated Surveillance Reports Regularly generated reports for firm and compliance teams. |
Regular automated surveillance and internal/external compliance reports supported. | |
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Retention Policy Management Configurable rules for data retention/deletion. |
Configurable retention rules for compliance available. | |
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Legal Hold Capabilities Suspends deletion for regulatory investigations. |
Legal hold and data retention for investigations is supported. | |
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Audit Query Speed Time to produce an audit report for a day’s trading activity. |
No information available |
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Multi-Factor Authentication Requires more than one authentication method for system access. |
Multi-factor authentication controls present for user/system access. | |
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Granular Role-Based Access Control System permissions defined at action, product, and data field levels. |
Fine-grained role and permission management supported, action/data level. | |
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Encryption In-Transit/At-Rest Industry-standard encryption for all sensitive data flows and storage. |
Industry-standard encryption in transit and at rest supported. | |
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Single Sign-On Integration Works with firm-wide or cloud-based authentication providers. |
Single sign-on (SSO) via firm/cloud authentication systems available. | |
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User Session Timeout Automatic logout after periods of inactivity. |
Session timeouts for inactivity can be configured at the user/policy level. | |
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Configurable Password Policies Custom criteria for complexity, reuse, and expiry. |
Password complexity, rotation, and reuse rules configurable. | |
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API Key/Secret Management Secure issuance and revocation of integration credentials. |
Secure API key/secret issuance and revocation per user/application. | |
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System Access Audit Tracks logins, logouts, failed attempts, and privilege escalations. |
Audit for all login/logout/privilege escalation events included. | |
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Permission Change Logging Records all permission alterations for compliance review. |
All permission/grant changes are monitored and recorded. | |
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IP Whitelisting Limits platform access to authorized office and VPN endpoints. |
IP whitelisting for access control supported for enterprise customers. |
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Customizable Pricing/Volatility Models Plug in, modify, or write proprietary pricing models or calibration routines. |
Custom pricing/volatility models can be integrated using Bloomberg's APIs/extensions. | |
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User-Defined Risk/Exposure Settings Set up and dynamically change risk controls for assets and products. |
User-defined risk/exposure controls can be created and adjusted dynamically. | |
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Scriptable Trading Rules Insert custom logic for automated trading, quote generation, or hedging. |
Scriptable rules and automation logic can be introduced for trading/hedging. | |
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Configurable Blotters and Reports Personalize what data is displayed, how it’s filtered, and output format. |
Configurable blotters/reports available (field selection, output format, etc.). | |
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Settlements and Fee Logic Customization Edit rules for exchange fees, commission, and settlement cycles. |
Settlement/fee configuration supported for multi-venue operations. | |
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Market Data Mapping Rules Manage mappings from multiple data vendors or manual sources. |
Supports market data mapping/customization across vendors/feeds. | |
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Multi-Language Localization System UI and reports available in multiple languages. |
Interface and reporting localization available in multiple languages. | |
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User Macro/Template Support Save personal templates for pricing, risk, or screen layouts. |
Templates/macros for screen, pricing, or risk layouts are user-configurable. | |
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Dynamic Alerting & Notification Rules Define complex alert criteria across risk, trade, and market events. |
Advanced conditional/dynamic alerting for events fully configurable. | |
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Firm Branding/White Label Re-theme and co-brand interface for institutional clients. |
White-label/branding options supported for institutional clients. |
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24/7 Technical Support Around-the-clock helpdesk for production incidents and queries. |
24/7 technical support offered for institutional trading platforms. | |
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Dedicated Account Manager Assigned technical and business contact for issue escalations. |
Dedicated account management for enterprise/Bloomberg Anywhere clients. | |
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Release/Upgrade Management Planned updates, hotfixes, and rollbacks managed with minimal risk. |
Structured release and upgrade management per standard enterprise SLA. | |
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Comprehensive API Documentation Detailed, verifiable developer documentation and usage examples. |
API documentation rated best-in-class, extensive web resources available. | |
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User Manuals & Training Resources Stepwise guides and videos for onboarding new users. |
In-depth manuals and training for onboarding and advanced use supplied. | |
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Automated Health Monitoring Continuous checks with automated recovery or notifications on failure. |
Continuous system and health monitoring features, with auto-recovery and alerts. | |
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Bug/Issue Tracker Integration Formal mechanisms to log, track, and resolve issues. |
Integrated issue/bug tracker for enterprise clients. | |
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Service Level Agreement (SLA) Guaranteed response and resolution times for support tickets. |
Service Level Agreements in place for response and resolution. | |
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Knowledge Base/Community Forum Self-service portals for recurring questions and best practices. |
Accessible knowledge base and user forum for troubleshooting and guidance. | |
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Disaster Recovery Documentation Clear, tested plans for quick system restoration. |
Disaster recovery plans and system restoration processes published and tested. |
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