CRZ Pricing - Pricing & valuation software for interest rate, FX, credit, inflation, equity and commodity portfolios for all types of financial instruments: vanillas or exotics, derivatives and structured products

Swaps - Caps & floors - Swaptions - CMS swaps - CMS spread options - FX options - FX spread options - Inflation - Livret A - Bonds - Futures - Equities - Commodities - CDS - Digital options - Callables - Quantos - Variance swaps - Forward volatility - P&L - Retroactive valuation - Schedules - Simulations - Scenarii

A wide range of products

37 currencies : EUR, USD, GBP, JPY, CHF, CAD, AUD, NZD, ZAR, Skandies, Eastern Europe, non-delivrable currencies...

Interest Rates : Libor, OIS, TAM / TAG / T4M, CMS, CMS spreads, FX, FX spreads, inflation, livret A
Swaps, forwards, caps & floors, plain or amortized swaptions, calls & puts, binary options
Quanto swaps and options
Cross currency swaps, non deliverable swaps
Callables : bermudan swaptions, callable range accruals, callable spread options, multi / autocallables
Forward volatility
Nominal bonds and inflation bonds
Short futures, bond futures and options on these futures

Credit Derivatives : CDS single name, CDS index, default baskets, options, tranches, bespoke portfolios

FX, equities and commodities : flow, options, swaps, variance swaps, american barriers, autocallables

An ergonomic and friendly interface

Default parameters dynamic management

Product hierarchy enabling to select the right input template :
- The Generic enables to assess all types of products and schedules together
- The Multi-leg evaluates a series of financial instruments sharing the same schedule
- Specific input templates enable to price easily standard products (swaps, options, bonds, futures, CDS...)

Easy handling of all types of schedules

The blotter enables to monitor efficiently recurrent market structures (swaptions, FX options)

Valuations & Risks

Retroactive valuation with market data archiving and trade versioning (archiving of the events which impact a trade life : partial cancellation, restructuring)

Lots of additional results are available : accrued interests, forward rates, actuarial premiums, sensitivities, options intrinsic value and time value

Scenario analysis and stress testing : yield curve or volatility surface distorsion scenarios, ...

Full risks (tenor based)
Risk explained P&L, with second order P&L explanation through re-computation of the risks at end of day
Realized P&L with curve-by-curve granularity (second order cross effects are also captured)

CRZ Pricer, an innovative solution designed to :

Manage the most complex financial instruments in real time

Offer a comprehensive range of customizable features

Optimize your portfolios management in a challenging environment

Combine innovation, accuracy, integrity and performance

Automate recurrent processes

Reduce systemic risks as well as administrative costs

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