A robust and flexible pricing platform, with bespoke user functionalities and in line with best market practice. One of our XPLAIN CORE modules.
Provides an independent valuation data source for multiple applications (e.g. auditing, collateral, margining, benchmarking)
Generates PVs and sensitivities for rates, FX and credit derivatives instruments
Allows for full customisation of curve configurations and discounting methodologies (OIS, LIBOR, CCP, CTD)
Enables valuations to be stressed and compared