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Pricing tools

The parameter solver is able for instance to find the strike corresponding to a given option price, or the fixed rate which nullifies a strategy price

Accounting valuation : amortized cost and fair value

Administrator tools

Market recurring events automation : futures roll, new bond or new counterparty implementation, ...

Missing fixings detection and automatic contribution

Task scheduling

Most of CRZ Pricer features can be scheduled at the date, the time and the chosen frequency (every day, twice a month or every Mondays for instance) :

  • Portfolio calculations scheduling : risk calculation for instance
  • Market data contribution scheduling : real time, history, closing
  • Admnistrator tools scheduling, and therefore market recurring events scheduling
    CRZ Pricer thus helps you to reduce substantially your system administrative costs

Other features

Automatic code generation : the user performs operations in the GUI and the equivalent code is generated in C# or Python

MIFID II : in one click, all the required fields are displayed and can be checked before contributing the transaction reporting XML file

By providing lots of detailed portfolio views, CRZ Pricer facilitates the new accounting standards management (IAS39, IFRS7, IFRS9 and IFRS13)

Interoperability :

  • Support of FIX protocol with FIX/FIXML messages
  • Support of FpML as well as other XML formats
  • Support of many flat file formats