ENFUSION Technology

• ASP Based Technology
• Zero Footprint installation and upgrades
• Real-time P&L and Risk
• Fully Integrated General Ledger
• Web based API for integration
P&L CALCULATION

General

Real-time as trades flow into the system
Calculate P&L in terms of “Local” and “Accounting” currencies
Positional (Cash or Asset) FX attribution to P&L
Accrued and Financing Interest calculation
Generation of upcoming and historical cash flows
Dividend-withholding taxes
Futures that ‘Realize P&L and hit cash’ on a daily basis (e.g DI Futures) are fully supported
   

Valuations

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

Andrew Marra, CFO of Balestra Capital Ltd.

After evaluating several middle and back office softwa...Read More | More Testimonials

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