Optimize every hedge before it reaches the bank.
HedgeOptic streams your exposures in through a guaranteed-delivery messaging layer, prices every candidate forward, option and swap at independent fair value, and uses a mathematical optimization solver to pick the hedge ratio, tenor, instrument and bank that protect your budget rate at the lowest all-in cost.
EUR receivables · 12-month layered program
Sample dataIllustrative heuristic running in your browser. The production engine solves the full model below with a commercial-grade solver.
Your treasury stack stays. HedgeOptic sits in the middle.
We do not replace your ERP or treasury management system. A messaging layer carries guaranteed-once exposure events and rate ticks between them, the optimization engine turns them into a recommended hedge book, and the pricing engine gives an independent price for every leg so you can challenge a bank's quote before you trade.
Six modules. Start with one.
Each module targets a gap that today's treasury platforms leave to spreadsheets and judgment. All of them share one messaging backbone, one optimization model library and one pricing engine.
Hedge Optimizer
Chooses hedge ratio, tenor and instrument mix per currency at once, inside your policy bands, with a cost-versus-risk frontier you can pick from.
ExposureStream
Subscribes to ERP, AP/AR and purchase-order events over the messaging layer and keeps a live, forecast-adjusted exposure ledger for every entity and currency.
NetPoint
Finds intercompany netting and natural offsets across subsidiaries as a network-flow problem, so you only buy financial hedges for what is left.
QuoteCheck
Compares each bank quote against independent fair value, then allocates tickets across banks subject to credit lines, ISDA limits and concentration rules.
Rebalance Watch
Re-solves the hedge book when a new event moves exposure, volatility or a budget rate past a trigger, and sends the change for approval.
Optimization API
The same solver and pricing as a metered API, plus a messaging connector, for TMS vendors, banks and FX platforms that want prescriptive hedging without running solvers.
A real model, explained in plain terms.
Every recommendation comes with the binding constraints and the trade-off it made, so a CFO or auditor can see why the engine chose 70% forwards and not 85%.
# HedgeOptic core model (simplified) minimize λ · CVaR95(unhedged P&L over scenarios s) + Σi,t costi,t · xi,t # fair value + spread subject to floort ≤ Σi xi,t / Et ≤ capt # policy bands by tenor Σ premiumi · xi,t ≤ PremiumBudget Σt xb,t ≤ CreditLineb # per bank xi,t ≥ MinTicket · yi,t, y ∈ {0,1} # lot sizes hedge-accounting designation rules
- InputsExposure forecasts from your systems, policy bands, credit lines, budget rates and fair-value prices for forwards, vanilla options and collars.
- Scenarios1,000 to 10,000 joint paths for FX rates and forecast error, including stress shocks you define.
- OutputsA ticket-level hedge plan, an efficient frontier, and a plain-language note on which limits bind.
- Run timeSeconds for a mid-market book; scheduled or event-triggered.
Built first for companies with $100M to $2B in revenue.
The pilot targets firms with material cross-border cash flows that have outgrown spreadsheets but do not need another full treasury system.
| Industry | Typical exposure | What HedgeOptic optimizes |
|---|---|---|
| Manufacturing | Imported components, export sales | Operating margin against budget rates |
| Retail & distribution | Supplier payments in USD, CNY, EUR | Purchasing timing and hedges together |
| Airlines | Fuel, aircraft leases, ticket revenue | Currency and fuel hedges as one book |
| Energy & commodities | Commodity sales, project costs | Joint FX and commodity hedge portfolio |
| Pharma | Global revenue, R&D and plant costs | Multi-currency cash-flow-at-risk |
| Technology & SaaS | Subscription revenue, offshore payroll | Recurring exposure with rolling layers |
Priced like software, not like a bank spread.
Indicative pricing for the concept. Fair-value pricing is included in every tier.
Starter
- Hedge Optimizer, 3 currencies
- Excel and CSV exposure upload
- Monthly re-optimization
Growth
- All optimizer modules, 15 currencies
- ExposureStream event feeds
- QuoteCheck for 5 banks
- Event-triggered rebalancing
Enterprise
- Multi-entity NetPoint
- Dedicated messaging infrastructure
- SSO, audit export, SLA
OEM / API
- Per-solve and per-price metering
- White-label explainer
- REST and messaging connectors
Send us one quarter of exposures. We will show what the optimal book would have cost.
We measure the pilot on four numbers: unhedged cash-flow-at-risk, all-in execution cost, hours of manual work, and how often you hit the budget rate. Not on speculative trading gains.