Quant On Demand
Quant On Demand
Cross-asset pricing engine for derivatives valuation, XVA and risk analytics.
Features
MTM Valuations
Independent MTM valuations to mark your portfolio and resolve margin disputes with confidence.
XVA Calculations
CVA/DVA/FVA/KVA/MVA/COLVA for trading cost-analysis, auditing and fair value pricing.
Sensitivities & Greeks
Analyse your risks from any perspective and drill down into your exposures as needed.
Stress Tests & Scenario Analysis
Stay on top of your future portfolio performance and satisfy your regulatory requirements.
Integrated Market Feeds
Cross-asset
Industry-standard Models
Fully Flexible & Scalable
Transparent Cost
Dedicated Support
Use Cases
Risk Advisors
Give your clients the best quality of analysis and deal execution support.
Accounting & Audit Firms
Streamline your regulatory fair value calculations (e.g. IFRS 9 and 13), without breaking the bank.
Corporate Treasuries
Get full price transparency by using the same-quality MTM and XVA valuation tools as your trading counterparties.
Fintech Companies
Get flexible access to bank-grade tools with no minimum term contracts and no set-up fees.
Banks
Don't waste your quants' costly time on reinventing the wheel, leave the standard stuff to us.
Asset Managers
Plug your risk systems into our industry-standard models and focus on your investments.
Coverage
Rates
FRAs, Swaps (IRS, OIS, Basis, Xccy, Callable), Caps/Floors, Swaptions (European, Bermudean), CMS, CMS Spreads (Capped/Floored, Digitals)
FX
Forwards, Swaps, Options
Inflation
Zero-Coupon, Year-on-Year, Caps/Floors
Equity
TRS, Forwards, Options
Credit
Bonds, CDS
Commodities
Forwards, Options