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Value every supported asset class |
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Pre-configured Curves. FX Forward, FX and Interest rate volatility surfaces, Yield and CDS curves |
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Curve constituents can be configured per client requirements |
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Ability to override Volatility, Credit Spreads and other valuation parameters at the instrument level |
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Ability to override the model fair value and assign an internal price |
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Valuation engines listen on market data changes and recalculate asset measures on a real-time basis |
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Support for multiple market environments that capture a related set of rules and curve configuration |
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Source and quotation side selection is fully customizable using a rule based price selection engine |
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Built-in Holiday Calendar Support |
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