The first version of Oberon was released in 1989 and has always had an excellent reputation for its powerful analytics. Since then, our Financial Engineering team have enhanced the analytics to support many different pricing models and different risk management methods. Our analytics are used as benchmarks by many customers.

Option Models
We support a variety of option models including:

• Black-76
• Binomial Black-Scholes with Richardson Extrapolation
• Cox Ross Rubinstein
• Hull-White
• Brace Gatarek Musiela (Libor Market)

All Greeks are available either by trade or aggregated by user-definable criteria. Sophisticated VaR models are available for VaR measurement and monitoring.