Model Management

The Model Management allows you to quickly Manage models, volatility, skews and time Valuation Models such as Whaley, Black and Bi-Nominal. It also alows you to Skew Models such as Linear, cubic spline, smoothing (with wing flatteners), cat mull rom, monotone. Skew Building Methods Slope, Multiple Slope, Vols per strike, and Four fit / adapt methods including current market volatility and settlement volatility. Complete volatility and skew management: Upside, downside, pivot, tilt, width and shift, including linear type adjusts to curves.Add studies to skew chart: Standard deviation and histogram.

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The Model management has been broken into links explaining each numbered section. Please click a link below to learn each section.

1. Create & Edit Series
2. Series Tab
3. Model Tab
4. Months
5. Volatility Tab
6. Futures Tab
7. Advanced Tab
8. Skew Chart
9. Fit
10. Vol Skew Controls
11. Show on Chart
12. Studies
13. Volatility Range
14. Strike Range