Solutions & Services

Enable Growth
Get Expertise
Reduce Costs
Meet Expectations
New SimCorp Dimension task/project
Online SimCorp Dimension Support & Development
Project planning
Validate/Audit concept
System performance
LDI hedging engine: KRD, DV01
Currency (FX) risk hedging engine
Index Tracking & Portfolio Rebalancing engine
Cash flow forecast engine: matching, CDI
IRS swap daily pricing engine
Bond Forward (OTC) daily pricing engine
Swaption (OTC) daily pricing engine
Automatic data management

Bond Forward (OTC) daily pricing engine

You acquire the bond forward daily quotes from data vendors, however they are not accurate enough to be used for e.g. daily trading in SimCorp Dimension.

We have a new solution for you: our Bond Forward (OTC) daily pricing engine will provide you with the reliable daily quotes, which can be used for daily trading, accurate hedging and DV01 calculation.

Fast

Doesn’t require manual interference. Fully automated

Independent

  • no need to acquire Bond Forward market data from data vendors anymore
  • in-house valuated prices, durations and exposure values can be used for construction of own interest rate risk hedge strategies

High-Quality

Pricing model is based on the up-to-date market data of underlying components