Benefits

  • See exposure to any risk factor in real-time

    Integrate market-standard derivative pricing and risk analytics into proprietary applications to dramatically reduce the time and expense relative to building the analytics from scratch

  • Pricing of any derivative in real-time

    From vanillas to exotics across all asset classes, using market-standard practices such as OIS discounting and collateral discounting

  • Optimize choices and reduce disputes

    Perform initial margin or collateral calculations during pre-trade counterparty discussions or post-trade validations

  • Validate and understand

    Reverse engineer counterparty quotes to validate the prices and understand the valuation adjustments (such as CVA and FVA) embedded in quotes

Benefits

  • See exposure to any risk factor in real-time

    Integrate market-standard derivative pricing and risk analytics into proprietary applications to dramatically reduce the time and expense relative to building the analytics from scratch

  • Pricing of any derivative in real-time

    From vanillas to exotics across all asset classes, using market-standard practices such as OIS discounting and collateral discounting

  • Optimize choices and reduce disputes

    Perform initial margin or collateral calculations during pre-trade counterparty discussions or post-trade validations

  • Pricing of any derivative in real-time

    Perform initial margin or collateral calculations during pre-trade counterparty discussions or post-trade validations

  • Pricing of any derivative in real-time

    Reverse engineer counterparty quotes to validate the prices and understand the valuation adjustments (such as CVA and FVA) embedded in quotes