YADO-Position at every price variation updates positions and recalculates in real-time portfolios by balance, load price, profit & loss realized and theoretical. Specific interfaces enable receiving market data and capture customers' deal from the trading venues. YADO-Position can also be fed with market data sourced from info-providers or customers’ systems via ActiveX. Similarly, deals made on other platforms can be gathered via ActiveX, FIX.

High-performance Price Engines calculates the fair value of financial instruments according to different evaluation criteria for covered warrants, bonds, equities and futures (volatility, greeks, YTM, duration, etc.). It is possible to calculate the value of an index or a basket from the individual financial instruments and custom user data. Users have the option to create their own internal volatility surfaces to be used in place of the implied ones for evaluation purposes. The Position Server calculates and distributes the portfolios positions data individually and according to the user defined aggregation portfolios tree.

The product front-end client allows to: display the positions individually for each portfolio and in aggregated views, perform mark-to-market/mark-to-model operations, view and distribute reports. YADO-Position architecture offer to users the possibility to perform mark-to-market operation at any time without performance degradation. Moreover, DDE and ActiveX functionalities are also available.

YADO-Position Limits Module offers real-time risk monitoring functionalities. It leverages dedicated instances of the Price and of the Position Servers and it is designed as not to cause any performance degradation on the core Position Keeping function. The limits module recalculates on all portfolios the risk indicators and reports on-line the violations and return-in-range through a monitoring console. Available limit monitoring functionalities include maximum loss on single instrument and on single portfolio; maximum total portfolio position: greeks limits (delta, gamma, vega); bond limits expressed in: equivalent futures (fixed rate) vs benchmark, maximum countervalue (variable rate/zero coupon) and margin limits (duration).

In addition to real-time an on-demand mode allow users to: select the risk indicators, the portfolios, generate synthetic views by portfolio and print reports.

The Simulations Module enable the setting of prices variation scenarios, other than those expressed by the markets (underlyings shock, volatilities and/or interest rates shifts), to verify the impact that these scenarios do have on risk indicators and ultimately on portfolios positions.