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  • Home
  • COMPANY
  • MasterFinance
    • MF Capital Markets & Treasury
    • MF Order
    • MF Pricing
    • MF CCP
    • MF Collateral
    • MF Risk
    • MF P&L
    • MF Limit
    • MF Liquidity & ALM
    • MF Reference Data
    • MF Post-Trading & Accounting
  • Services
  • Resources
  • Careers
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MF PRICING


Flexible pricing architecture

MF Pricing Layer can support:

  • Financial engineers develop special purpose libraries that integrate already available pricing models;
  • Traders and Risk Managers in building custom curves;
  • IT in enabling synchronized prices and reference market parameters for multiple position keeping environments.

MF Pricing Layer is a fully self-consistent and scalable platform which seamlessly integrate existing enviroments and act either as “tower of control” for highly fragmented architectures or complement existing solutions with its vertical pricing capabilities.

Proprietary libraries developed on QuantLib,  integrated with NumeriX/Fincad, open to clients’ libraries if required.

The architecture

  • Deterministic & Stochastic term structure
  • Simple & complex bootstrap methods
  • Model Calibration
  • Beta & Correlation sensitivities
  • Curves & Pricing Models
  • IR, FX, Eq, Cmd Volatilities
  • Credit Curves
  • Multi-Ccy and Multi-Yield curves
  • Multi IP Market & Instrument Data
  • Libraries

  • Model Parameters Mgr

  • Risk Scenario Manager

  • Curve Builder

  • Market Data & Scenario Interoperable Layer

  • MasterFinance
    • MF Capital Markets & Treasury
    • MF Order
    • MF Pricing
    • MF CCP
    • MF Collateral
    • MF Risk
    • MF P&L
    • MF Limit
    • MF Liquidity & ALM
    • MF Reference Data
    • MF Post-Trading & Accounting

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