The primary measures of success in most businesses in today's market are the frequent computation of instrument prices and the ability to respond to market changes in real time. Modelling data and price relationships under these performance criteria is a common challenge, especially with complex pricing requirements.
QUANTx has been designed to help organizations rise to this challenge. It enables users to create the most accurate financial product pricing and it combines the full flexibility and openness of a spreadsheed with the robust, high-performance attributes of a trading system.
Interaction between desks is a key concept for QUANTx. Market Makers, Traders and Sales can work together using same or different term structures. Pricing parameters can be stored as templates, and traders can simulate pricing - with multiple yield curve or volatility scenarios - to compare different models. Instrument pricing is monitored in real time, including yields, risk indicators and Greeks sensitivities all in a user-friendly GUI.
- the industry's most comprehensive independent library of market-validated models and optimized methods
- transparent structuring and pricing
- rapid structuring tools, including hundreds of instrument templates help to reduce time-to-market for new products
- flexible data management supports any type of proprietary of third-party data
- real time collection