Financial Trading System

The FTS modules are designed to work as either stand alone applications or in conjunction with working with the FTS Real Time Position Manager or in some cases with the FTS Interactive Markets.

There are three classes of modules: Equity Modules, Fixed Income Modules and Derivative Modules. To learn more about these modules click on the appropriate hyperlink below.

Module Classes

Equity Modules

Fixed Income Modules

Treasury Calculator
Yield Curve Behavior and Interest Rate Risk
Black Derman Toy (Real World General Interest Rate Derivative Valuation Module using 1-factor yield curve model)
Fixed income advanced interactive lessons: Principal Component Analysis and Bond Portfolio Immunization

Derivative Modules

Option Payoffs: Introduction to Option Trading Strategies
Binomial Tree: Visual introduction to binomial option pricing model
Binomial Tree Limiting Behavior: Visual treatment of the convergence of the binomial option pricing model to the Black Scholes OPM
Option Calculator: Real world option calculator including a visual treatment of the Option Greeks
FTS Calculator: A support utility for computing the inputs required for an option pricing problem
Option Portfolio Manager: Extends the calculator to multiple options
Exotic Options
Futures Calculator

FTS Modules