- Author: IBM
- Date of last update: 05/24/2019
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 IBM Simulated Instrument Analytics API supports the computation of the theoretical or market calibrated valuation, and all relevant associated analytics, for investment securities such as equities, fixed income, and derivatives under current or an alternate set of market conditions.
Unparalleled Asset Class Coverage
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 under a scenario.
Data Source Interoperability
Pair with the financial security data provider of your choice for customized results.
Breadth of Analytics
Determine a price, cashflows, or asset-class specific sensitivity measures such as durations , convexities, and option greeks under an alternate set of conditions.