Empowering users to independently value their derivatives portfolios in order to determine fair value
XPLAINPV is designed to provide its users with a robust pricing framework, combining fully bespoke user functionalities with best market practice pricing.
Generates PVs and sensitivities for rates, FX and credit derivatives instruments in an intuitive, user friendly interface
Allows for full customisation of curve configurations as well as a full range of discounting methodologies (OIS, LIBOR, CCP, CTD)
Provides connectivity to leading market data providers
Enables valuations to be stressed and compared