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Bloomberg DLIB & MARS from Bloomberg
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.
Product analysis by function
Options Pricing and Risk Systems for Market Making/Proprietary Trading
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
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Pricing Calculations
(0 Yes /0 Known /14 Possible features)
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Black-Scholes Model Supports standard Black-Scholes pricing for vanilla options. |
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Binomial/Trinomial Trees Calculates prices using lattice-based models for flexible payoff structures. |
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Monte Carlo Simulation Simulates complex options and exotic derivatives pricing. |
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Volatility Surface Support Handles custom implied volatility surfaces for non-standard option classes. |
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Dividend Modeling Accurately incorporates discrete & continuous dividends into valuations. |
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Custom Model Integration Allows integration of proprietary or academic pricing models. |
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Multi-Asset Option Pricing Supports basket, spread, and multi-underlying options. |
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Calibration Tools Automated model calibration to market prices or volatility surfaces. |
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Grid Speed Average time to calculate prices for 1,000 options. |
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Asset Universe Coverage Number of underlying assets covered by default. |
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Theoretical Value Logging Records all pricing model outputs for compliance and audit. |
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Real-Time Price Calculation Delivers live option valuations as market data updates. |
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Automated Revaluation Triggers re-pricing on relevant market or product events. |
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OTC Product Support Handles pricing for bespoke/OTC derivatives. |
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Risk Management & Analytics
(0 Yes /0 Known /13 Possible features)
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Delta, Gamma, Theta, Vega, Rho Calculation Real-time computation of all primary Greek sensitivities for each position and portfolio. |
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Cross-Greek Scenarios Analyze sensitivities to simultaneous changes (e.g., delta-gamma hedges). |
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Greeks Aggregation Aggregates Greeks at instrument, portfolio, and firm levels. |
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Custom Greek Calculation Supports user-defined risk metrics or secondary Greeks. |
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Limit Monitoring Real-time risk limit breach detection and alerting. |
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Stress Testing Scenario or historical-based stress test tools for options portfolios. |
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VaR Calculation Value-at-Risk metrics specific to options portfolios. |
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Margin Calculation Estimates initial and variation margin requirements across CCPs. |
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Risk Calculation Frequency Number of risk analytics runs per minute for medium portfolio size. |
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What-If Analysis Simulate P&L and risk changes under user-defined market moves. |
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Consolidated Risk Dashboard Central interface for real-time risk monitoring and control. |
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Historical Risk Reporting Provides time series reports for all risk exposures. |
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PnL Explain (Attribution) Decomposes profit/loss by risk factors and Greeks. |
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Market Data Integration
(0 Yes /0 Known /11 Possible features)
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Options Chain Ingestion Streaming and snapshot updates for entire option series (chains). |
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Underlying Asset Feed Support Integrates cash, futures, and index feeds for underlying pricing. |
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Volatility Surface Import Loads implied volatility surfaces from exchanges or vendors. |
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Dividend Data Sync Automated updates of dividend forecasts and announcements. |
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Tick Data Storage Stores granular market tick data for backtesting and research. |
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Third-Party Data Vendor Integration API connectivity to Bloomberg, Reuters, ICE, etc. |
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Latency (Live Data Processing) Time from market update to model reflection. |
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EOD Data Support Handles end-of-day updates and corporate actions. |
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Data Quality Controls Automated validation and anomaly detection on incoming data. |
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Historical Data Coverage Length of historical options data available for analysis. |
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Configurable Data Normalization Normalizes data across sources and venues for consistency. |
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Strategy & Automation
(0 Yes /0 Known /12 Possible features)
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Algorithmic Order Execution Automated algorithms to place and manage orders based on model signals and edge. |
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Auto-Hedging Engine Automatically calculates and executes required hedges in underlying or derivatives. |
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Exposure Netting Netting logic for correlated exposures across legs/positions. |
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Strategy Backtesting Simulation platform using historical tick and event data. |
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Parameter Optimization Automated or AI-driven calibration of model and strategy parameters for optimal performance. |
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Order Routing Rules Customizable logic to route orders across exchanges for best execution. |
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Execution Latency Average time from decision to market order placement. |
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Automated Quote Generation Dynamically updates bid/offer quotes based on models and risk appetite. |
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Trade Surveillance Integration Detects and prevents potential market manipulation or limit breaches in automated trading. |
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Custom Scripting/Strategy API Full scripting or programmatic interface for proprietary strategies. |
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Market Making Parameter Limits Hard/soft guardrails for position sizes, quote widths, etc. |
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Real-Time Alerts & Triggers Immediate notifications for strategy, market, or risk events. |
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Performance & Scalability
(0 Yes /0 Known /10 Possible features)
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Order Throughput Maximum new or modified orders processed per second. |
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Position Capacity Number of live instrument positions and trades system can handle. |
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Concurrent User Support Number of simultaneous professional users supported. |
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Latency Consistency Consistency of time-to-action under peak load. |
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Distributed Architecture Designed for scaling across servers or cloud regions. |
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Hot Failover Capabilities Automatic switching to backup nodes/data centers without manual intervention. |
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Load Balancing Distributes workload for optimal resource usage and resilience. |
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Historical Data Query Speed Average load time for large historical datasets (1MM rows). |
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Real-Time Event Handling Number of market and risk events processed per second. |
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Vertical/Horizontal Scaling Support System flexibility to add processing power or cluster nodes on demand. |
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Connectivity & Integration
(0 Yes /0 Known /10 Possible features)
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FIX Protocol Support Supports order and trade communication using FIX standards. |
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Exchange API Integration Direct connectivity to major options exchanges and ECNs. |
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OMS/EMS Integration Connects with order/execution management systems for streamlined workflows. |
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Risk Platform API APIs for connecting to external firm-wide or third-party risk platforms. |
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Clearing/Reconciliation Feeds Automates post-trade flows to and from clearinghouses and broker-dealers. |
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Backoffice System Integration Integrates positions, trades, and fees with accounting and reporting stacks. |
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API Rate Limit Number of supported API calls per minute. |
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Custom Plugin Support Supports custom code/plugins for extending integration capabilities. |
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Cloud Service Integration Hooks to cloud platforms for scale-out or data storage. |
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Websocket Support Push notifications and streaming data support through web sockets. |
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User Experience & Visualization
(0 Yes /0 Known /10 Possible features)
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Customizable Dashboards Personalized trader dashboards with drag-and-drop widgets. |
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Greeks Heatmaps Visualizes sensitivities across expiry/strike dimensions. |
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Scenario Visualizer Graphical tools for market move impact previews. |
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Spread Builder UI Intuitive interfaces to construct and monitor option spreads. |
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Order Blotter Live monitoring of all orders and executions. |
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Configurable Layouts Full adjustment and saving of screen layouts per user profile. |
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Event Notification Center Single location for alerts, errors, and system notifications. |
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Keyboard Shortcuts Accelerates key workflows for power users. |
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Theming/Dark Mode Supports multiple themes for ergonomic preference. |
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Latency Metrics Display Live display of system and market interaction times. |
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Compliance & Audit
(0 Yes /0 Known /10 Possible features)
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Full Order/Trade Audit Trail Complete, tamper-proof logs of all system actions and order flow. |
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Reg NMS/Reg SHO Support Automated compliance checking for US regulatory requirements. |
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Market Abuse Detection Automated analytics to highlight potential manipulation or wash trades. |
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User Activity Logging Tracks detailed user actions for investigation and compliance. |
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Change Audit Logging Monitors and records changes in model parameters, risk settings, and limits. |
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Confidential Data Masking Obfuscates sensitive client or proprietary data in logs. |
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Automated Surveillance Reports Regularly generated reports for firm and compliance teams. |
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Retention Policy Management Configurable rules for data retention/deletion. |
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Legal Hold Capabilities Suspends deletion for regulatory investigations. |
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Audit Query Speed Time to produce an audit report for a day’s trading activity. |
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Security & Permissions
(0 Yes /0 Known /10 Possible features)
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Multi-Factor Authentication Requires more than one authentication method for system access. |
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Granular Role-Based Access Control System permissions defined at action, product, and data field levels. |
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Encryption In-Transit/At-Rest Industry-standard encryption for all sensitive data flows and storage. |
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Single Sign-On Integration Works with firm-wide or cloud-based authentication providers. |
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User Session Timeout Automatic logout after periods of inactivity. |
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Configurable Password Policies Custom criteria for complexity, reuse, and expiry. |
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API Key/Secret Management Secure issuance and revocation of integration credentials. |
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System Access Audit Tracks logins, logouts, failed attempts, and privilege escalations. |
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Permission Change Logging Records all permission alterations for compliance review. |
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IP Whitelisting Limits platform access to authorized office and VPN endpoints. |
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Configurability & Customization
(0 Yes /0 Known /10 Possible features)
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Customizable Pricing/Volatility Models Plug in, modify, or write proprietary pricing models or calibration routines. |
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User-Defined Risk/Exposure Settings Set up and dynamically change risk controls for assets and products. |
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Scriptable Trading Rules Insert custom logic for automated trading, quote generation, or hedging. |
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Configurable Blotters and Reports Personalize what data is displayed, how it’s filtered, and output format. |
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Settlements and Fee Logic Customization Edit rules for exchange fees, commission, and settlement cycles. |
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Market Data Mapping Rules Manage mappings from multiple data vendors or manual sources. |
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Multi-Language Localization System UI and reports available in multiple languages. |
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User Macro/Template Support Save personal templates for pricing, risk, or screen layouts. |
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Dynamic Alerting & Notification Rules Define complex alert criteria across risk, trade, and market events. |
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Firm Branding/White Label Re-theme and co-brand interface for institutional clients. |
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Support, Maintenance & Documentation
(0 Yes /0 Known /10 Possible features)
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24/7 Technical Support Around-the-clock helpdesk for production incidents and queries. |
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Dedicated Account Manager Assigned technical and business contact for issue escalations. |
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Release/Upgrade Management Planned updates, hotfixes, and rollbacks managed with minimal risk. |
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Comprehensive API Documentation Detailed, verifiable developer documentation and usage examples. |
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User Manuals & Training Resources Stepwise guides and videos for onboarding new users. |
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Automated Health Monitoring Continuous checks with automated recovery or notifications on failure. |
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Bug/Issue Tracker Integration Formal mechanisms to log, track, and resolve issues. |
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Service Level Agreement (SLA) Guaranteed response and resolution times for support tickets. |
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Knowledge Base/Community Forum Self-service portals for recurring questions and best practices. |
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Disaster Recovery Documentation Clear, tested plans for quick system restoration. |
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