Our solution
Timestamp consistent calculation of fair values (ex-post-analysis)
Mark to market
Mark to model
Plausibility checks of valuation rates and pricing quality analysis according to various criteria
-
Model-based valuation
-
Neartime / timestamp-based valuation
-
Market-implied bandwidths
-
Cheapest / richest valuation
-
Stale price
-
Price variation (multiple providers)
-
Standard deviation
-
Dynamic interval price ranges
-
Open / High / Low / Close
-
Liquidity adjusted price ranges
-
Last trade price
-
Price attributes
-
Events
-
First price
-
Trading venues (especially certificates)
Scope of services and optional features
Delivery
We provide flexible delivery methods, including API, FTP, or email, ensuring you get the data you need when you need it where you need it.
-
Pure provision of fair value data
-
Automated processing on the basis of trade confirmations
-
Provision of prices / fair values including first level deviation analysis
-
Reconciliation of all transactions including documentation