overview

 

 


Unparalleled Flexibility for the Pricing and Valuation of Derivatives and Structured Products


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 derivatives pricing library, Oneview provides the widest depth and breadth of cross-asset pricing and risk analytics and can value virtually any instrument in the market.

Oneview for Valuations has the speed, scalability, resilience, consistency, and efficiency you need to optimize the pricing and valuation of derivatives across your entire firm. 

 

capabilities

Derivative Pricing and Valuation for the Entire Organization 

Every step in the derivative 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.

 

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

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

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Robust Enterprise Derivatives Pricing and Valuation 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 pricing and valuations in your organization?

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High Performance & Scalability 
With speed-optimized pricing and valuation models, fast Monte Carlo simulations, and a high-performance cloud-integrated architecture, Oneview can value even the most complex exotic derivatives portfolios quickly and efficiently.

 

Benefits & Features

Advantages of Using Oneview for Valuation to Power your Firmwide Pricing and Valuation:

Comprehensive Instrument Coverage

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

 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 pricing and 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 pricing and valuation models and market policies can be used to map models, calibration parameters, market curves, and surfaces to specific trade types or types of calculations
     

Multiple Deployment Options

  • On-premise, private cloud and public cloud
  • Also available as a SaaS solution, whereby Numerix runs Oneview on your behalf so you can focus on running your business instead of managing your software's infrastructure
     

Extensibility 

  • Additional Oneview modules can be licensed for counterparty risk and XVAs, 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
     

Extensive Structured Finance Coverage 

  • Options to incorporate structured security analytics coverage such as RMBS, CMBS, CMO, CLO, CDO, ABS, leveraged loans and much more directly into Oneview
  • Quickly and easily price structured finance securities without installing and maintaining any additional software or hardware
  • Access to a broad range of security-level (snapshot view of a security’s price, risk characteristics, and cashflows) and portfolio-level (collection of securities grouped together expressed as a snapshot or as a set of time-series data) analytics for better investment and risk decisions
  • Leverages a powerful Monte Carlo Engine with best-in-class prepayment analytics to simulate thousands of cash flow paths, interest rate scenarios or historical perturbations for any calculation faster than any single platform
Additional Resources
Numerix Oneview For Valuation | Fact Sheet
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Oneview for XVA - Complete XVA Management Built on the Best Analytics

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