Capital Market Solution (AgT-CMS)
Agnitya provides a high‑performance derivatives and optimization platform (AgT-CMS) powered by proprietary C++ quant libraries with seamless Python and Excel XLL access. Its models cover local and stochastic local volatility for FX, alongside extended bond‑measure and RFR‑native frameworks for modern interest‑rate products, delivering fast, market‑aligned pricing for trading and risk teams. With the AgT‑RMS optimization engine, the platform applies advanced convex functional techniques to produce stable, globally optimal portfolio allocations across asset classes — enabling institutions to balance return, risk, and regulatory constraints with exceptional precision.
Derivative Pricing
Agnitya delivers a powerful derivatives platform built on proprietary C++ quant libraries with seamless Python and Excel XLL access. Our models span local and stochastic local volatility for FX, and advanced extended bond‑measure and RFR‑native frameworks for modern IR derivatives. Designed for accuracy, speed, and front‑to‑back integration, it equips trading and risk teams with real‑time, market‑aligned pricing.
Portfolio Optimisation
Portfolio optimisation is a complex mathematical discipline, and Agnitya brings it to life with the AgT‑RMS optimization engine. Built on advanced convex functional optimization techniques, the platform delivers fast, stable, and globally optimal portfolio allocations across asset classes. Designed for institutional‑grade performance, it empowers risk and investment teams to construct portfolios that balance return, risk, and regulatory constraints with exceptional precision.