Position Analyzer  

Position Analyzer provides the functions of both a simulation and a position analysis report in one program. The program is part of the SCOTS and Strategist basic systems. From either program an existing position can be reported or dispalyed by month with all of the associated Greek information.The simulation can be generated with the net exposure for any term or for all of the months.

Tilts have been incorportated to enhance the sensitivity of the combined analysis of an instrument and the terms traded. Each term can be adjusted so that their weight correlates with other terms.