overview

 

 


Precise Valuations Demand
Sophisticated Analytics 

Oneview for Valuations produces market-consistent valuations and Greeks for derivatives and structured product portfolios in a high performance enterprise system. Powered by our award-winning pricing analytics, Oneview provides the widest depth and breadth of cross-asset coverage on the market and can value virtually any instrument in the market.

Oneview for Valuations has the speed, scalability, resilience, consistency, and efficiency you need to perform valuations across your entire firm.

capabilities

Valuations for the 
Entire Organization 

Every step in the valuation process – including trade capture, market data import, reference and static data management, model setup, curve and surface construction, model calibration, valuations, calculating risk sensitivities/Greeks, generating cash flows, model validation, and more – is covered by Oneview.

All the flexibility, transparency and accuracy you need for your firm's valuations.

 

Comprehensive Instrument Coverage 
Oneview can value virtually any instrument your firm trades, thanks to its broad pricing model library, complete asset class coverage, and payoff scripting framework.

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Industry Leader in Exotics 
Numerix is the award-winning, recognized leader in analytics for exotics and structured products. We are known in the industry for our quantitative expertise and our ability to model the most complex exotics in the market. 

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Robust Enterprise System 
Why use a mishmash of disparate, operationally risky spreadsheets when you can use an industrial strength enterprise solution to gain control and consistency across all valuations in your organization?

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High Performance & Scalability 
With speed-optimized pricing models, fast simulations via American Monte Carlo methods, and a high performance cloud-integrated architecture, Oneview can value complex portfolios in real-time or in scheduled jobs.

 

Benefits & Features

Advantages of Using

Oneview for Valuation:

Comprehensive Instrument Coverage

  • Broad pricing model library and flexible payoff scripting framework, to value any instrument in the market
  • 40+ models and complete asset class coverage (rates, FX, equities, credit, commodities, inflation, life, and hybrids)
  • Recognised leader in analytics for exotics, structured products, and complex hybrids 
     

 Data Openness

  • Easy integration with other systems via APIs
  • Simple Python scripts and REST APIs can be used to extract data for further analysis and visualization within the rich Python ecosystem or in other systems
     

Reduced Operational Risk 

  • Robust enterprise system provides control and consistency of valuations across the entire organization
  • Audit trails/logging, user authentication and authorization, system health monitoring, configurable workflows and approval processes, system backup and recovery, and full support and documentation are all provided
     

Ease of Use & Efficiency 

  • Designed for quick and easy use by different types of staff in the front and middle offices 
  • Includes features such as rapid and accurate trade entry, automated market data and trade feeds, customizable dashboards, automated workflows, fast solvers to determine ideal trade parameters, and APIs for automated integrations with other systems
  • Configurable model and market policies can be used to map models, calibration parameters, market curves, and surfaces to specific trade types or types of calculations
     

Deployment Options

  • On-premise, private cloud, public cloud, hybrid cloud (private + public)
  • Also available as a managed service, whereby Numerix runs Oneview on your behalf
     

Extensibility 

  • Additional Oneview modules can be licensed for counterparty risk and XVAs, Initial Margin calculations, market risk, sales/trading analytics and workflows, and capital calculations
  • A Limits add-on can also be purchased to configure and monitor limits, and to send alerts for limit violations
Additional Resources
Product Collateral
Numerix Oneview For Valuation | Fact Sheet
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