FFAs Options Calculator

FFAs Suite implements the most robust FFAs Options Calculator in the industry. Developed in cooperation with derivatives pricing model experts SciComp, our pricing model implements an analytical closed end solution, verified by extensive Monte Carlo simulation. The only model in the market with consideration for actual market holidays.

Our FFAs Option Calculator offers the user the choice to price options either through the analytical solution, or through MC Simulation. The pricing engine for MC Simulation utilizes the raw processing power of NVidia graphics cards, where hundreds of processor cores implement the simulation in a fraction of the time required by a single PC processor.