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Budget (€) :

3,000 - 6,000

Posted on

4/8/13 3:55 AM

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Looking for electronic trading sheets for CME futures traded product. Requires input screen for current futures prices, risk free rate, vol, time to expiration based on month.

Program to run on stand alone pc with touch screen so multiple month quotes can be priced quickly using minimum strokes on touch screen. Currently have a program that prints Call value, delta, gamma, put value, delta, gamma to a sheet format that lists the calls / puts from low strike to high strike. Problem is that with frequent differing changes in futures prices I need to run new sheets with adjusted futures prices.  

Need a program that I can toggle the futures price higher or lower as needed for individual months. Other requiremnt is to sum multiple values for  strip quotes. An example would be a request for six months (July to December) call values of a specific strike vs a put strike for the same number of months. Have templates that could be copied or used as an example of the required data entry page. There are several programs currently in use but none that allow the user to price strip requests swiftly.