TPG provides treasury and high-performance transaction software solutions to the financial industry, supporting trade analysis, investment accounting and risk management.
The company’s Derivative Genius® system provides back-office processing for a variety of derivative instruments, such as interest rate swaps, caps, floors, collars, options and futures, with a flexible design that can accommodate new derivative structures. It produces daily and sub-ledger accounting for all derivative instruments and processing for counterparty payments.
TPG and Numerix
TPG has partnered with Numerix to offer derivative valuations through the Derivative Genius® Pricing Module. The module uses Numerix to simplify the computation of complex derivatives pricing by enabling flexible deal setups and the ability to choose from multiple market-tested models.
Sample TPG pricing screen for swaps
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