Leverage sophisticated IBM Algorithmics financial models to price and evaluate financial securities for historical dates.
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Thirty years of financial engineering expertise at your fingertips. IBM Algorithmics pricing models are trusted by the world's largest financial institutions to meet their risk, performance, and regulatory needs.
The Historical Instrument Analytics service supports the historical computation of the theoretical or market calibrated valuation, and all relevant associated analytics, for investment securities such as equities, fixed income, and derivatives. Leverage this service for building back-testing, performance attribution calculations, and end of month/quarter historical reporting.
Full cashflow revaluation models spanning all major asset classes including equity, fixed income, forwards & futures, options, interest rate products, credit derivatives, indexes, and structured products computed for a given historical date.
Pair with the financial security data provider of your choice for customized results.
Determine a price, cashflows, or asset-class specific sensitivity measures such as durations , convexities, and option greeks for a given, historical point in time.
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