Solutions & Services

Enable Growth
Get Expertise
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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

IRS swap daily pricing engine

You acquire the Interest Rate Swap daily quotes and duration data from data vendors in order to use these valuations in SimCorp Dimension.

We have a new solution for you: our IRS swap daily pricing engine uses the theoretical pricing model, and will provide the in-house daily IRS theoretical prices, durations and key-rate-durations for analytical purposes with a high accuracy, based on OIS valuation approach.

Get a full control over the theoretical in-house IRS valuation, and consequently a possibility to use it for own interest rate and LDI hedge strategies


Doesn’t require manual interference. Fully automated


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


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