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


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