As the OTC derivative market goes through unsurpassed levels of maturity, change
and rapid growth, participants are faced with more and more challenges. Both buy
and sell side organisations need the ability to price new complex instruments within
a portfolio or a single trade on a timely and accurate basis and are constantly
looking for new innovations to put them ahead of the curve.
dfferentia is a hosted, multi-asset class pricing, valuation and risk management
solution for the OTC derivative community that delivers quick and accurate pricing
and valuations for individual trades and portfolios. dfferentia's powerful pricing
and risk management engine uses proprietary grid computing architecture, complex
algorithms, simulators and Numerix financial libraries wrapped in an easy–to-use
browser based user interface. A sophisticated hosted solution, dfferentia is fully
functional, flexible, can be deployed quickly and is highly scalable in supporting
single traders and trading floors alike.
- dfferentia FX:dfferentia FX allows the user to actively price and manage
over 37 instruments using a variety of models like – Black Scholes – Closed Form,
BS – Time dependent and Heston. dfferentia FX allows for using existing vanilla
strategies and building new complex strategies.
- dfferentia IRdfferentia IR allows the user to actively price and manage
over 20 instruments using a variety of models like – deterministic, HW-1F & Black
- dfferentia RFQdfferentia FX and IR come integrated with the dfferentia
RFQ module, which provides a collaborative platform for interactions with entities
that form the OTC derivatives workflow - buy side, sales and traders (flow and interbank).