I-Pricer
is a flexible and programmable real-time multi-asset class price calculation engine.
Real-time calculations of prices can be based on interest rates, currencies, indices
or share contracts.
I-Pricer provides clients with a framework to develop and deploy their own proprietary
pricing algorithms and embed them into the low latency, controlled environment of
a fully automated system. Thus, the key benefit of I-Pricer is both increased flexibility
for traders and control of the business in the middle office.
This dynamic design ensures that new instruments and strategies can be deployed
quickly and efficiently, gaining fast and effective entry into new markets.
Key Features
- Intelligence Price: time slots can be defined and assigned to different price
sources. A price can be extracted at a certain time from a specific market.
- Quality and Timeliness of Trade Prices: availability of market-driven trade
prices based on the latest update of the underlying market data.
- High flexibility in price calculation: all warrants and derivatives, types
of maturity dates, trade prices, methods, calculation algorithm and models are supported.
- Calculation methods: calculates prices for warrants and derivatives based
on any type of model (Black-Scholes, Binomial, Monte Carlo, etc).
- Company-wide price management: prices from any system (internal or external)
to the client’s site can be managed, processed or prepared for other systems in
real-time.
- User friendly front-end: enables the trader to administer, change and monitor
calculated prices due to its customizable tree-structure for navigation and customizable
data presentation within a table layout and the possibility to define individual
layouts.