SmartGreek
A desktop risk terminal for Indian derivatives desks with live Greeks, P&L, portfolio risk and SPAN margin.
What SmartGreek does
Live Greeks
Delta, Gamma, Theta and Vega per position and portfolio, priced using Black-76 off the synthetic future.
Synthetic pricing
Auto, Future, Synthetic or Cash pricing source with consensus logic to reduce stale-leg impact.
SPAN margin
SPAN initial margin from daily NSE/BSE risk files, with exposure/ELM and portfolio/firm-wide views.
Accounting & P/L
Average-cost realised P&L, mark-to-market, previous balance and today's P&L.
Trade import
Incremental trade-file processing with duplicate protection and persisted progress.
Scenario analysis
Shift call/put IV and days-to-expiry to model option-risk scenarios while market reference remains anchored.
Carry forward
Expiry rollover using BhavCopy settlement, with futures rolled and equity carried forward.
Reports & safety
Net Summary, Net Position and VAR reports, plus automatic backups and restore support.
Designed for Windows desktops
See SmartGreek in action
Contact Aakrishee Technologies to discuss your requirement and arrange a demo.