1. Choose a trade / portfolio (eg 1y1y 50bp OTM Risk Reversal)

2. Choose a date on which to run this (eg 29-May-18). Dates with larger moves have been chosen to highlight the discrepancies.
    

Results (split into pre and post hedging (hedge ratios: delta 100%, Gamma 75%, vega 95%)

1. PL Improvements for this example show PLATSON can eliminate 95% of the Non-linear errors

2. Accurate risks (both bucketed and in aggregate) are returned real-time - which can be essential to stay ahead of competitors when hedging in volatile / illiquid periods
   In the example, 
   7k of 1y1y forward risk  plus 13k of 1y1y vega - small risks but when the forward is moving 18bps and vol moves 6 Normals can make a significant difference to hedging strategy.

3. Previously this accuracy was unobtainable and large days were just chalked up as such