Risk Management Software

Our risk management software products, designed to run in a PC-based environment, are a practical and cost effective way to acquire the price discovery and portfolio management tools you need to compete effectively in today's market environment.  Whether your company's focus is financial hedging, physical marketing, or proprietary trading, EOI's product line can give you the confidence you need for making those difficult business decisions.

A brief description of our derivatives software product line is provided below:

Market-Maker©

State of the art price discovery software for swaps and OTC-style options.  Allows you to set up swap and options structures in seconds with menu-driven dialog boxes.   Uses your forward curve, basis, and implied volatility assumptions to generate fixed price and term option quotes for strips of up to 5 years (bid, ask or fair-value).  Includes straddle input screen for fast updating of at-the-money implied volatilities and a contract month specific calculator/database for volatility skews.  Model has built-in iteration capability for option overlays (spreads, collars, swaptions, etc).

Portfolio Manager©

This position tracking software is suitable for managing most types of physical or financial transactions.  Has structure specific input blotters for NYMEX futures and options, forward contracts, physical trades, physical options, swaps, OTC-style options, trigger deals and EFP's. Positions can be filtered and grouped (ie, type of deal, location, book, counterparty, etc) as required to assess portfolio profit/loss, delta, gamma, vega and theta.  Comprehensive point and click charting and drill down capability.

VAR and Sensitivity Module

Provides the analytical capabilities required by those companies engaged in a more active, "hands-on" approach to managing energy portfolios.  This module, designed as an add-on to Portfolio Manager©, summarizes VAR exposures and allows you to perform dynamic sensitivity analysis (value and delta ladders) based on user defined price, time decay, and implied volatility scenario assumptions.   All results are presented in tabular and graphical formats.

Swing Manager©

Specialized software for pricing and tracking peak or 30-day swing options.  Generates standard Greek risk parameters, decision flags and other data specific to swing options.   Purchase Swing Manager© as an add-on to Portfolio Manager© or as a stand-alone application for integration with existing in-house systems.

Reports Manager©

This database module is a back office and management reporting system, designed in accordance with industry best practices for internal control.  Provides a comprehensive overview of your companies derivatives program.  Utilizes value-at-risk to monitor internal trading activity and assess counter party risk.  Includes broker account reconciliation for exchange traded futures and options and invoicing for OTC transactions (single transaction or netted).